+298.8%
HPE vs PL
+82.7%
+216.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.2% | -4.3% |
| 7D | -0.6% | -9.3% | +8.7% | +0.5% |
| 30D | -2.3% | -18.9% | +16.6% | +0.1% |
| 3M | -2.9% | -58.4% | +55.5% | +6.7% |
| 6M | +143.6% | -30.3% | +173.9% | +149.9% |
| YTD | +118.5% | -8.1% | +126.6% | +115.8% |
| 1Y | +129.2% | +180.5% | -51.3% | +94.2% |
| 3Y | +212.5% | +444.1% | -231.6% | +128.8% |
| All | +298.8% | +82.7% | +216.1% | +200.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling