+116.4%
HPE vs PM
+48.8%
+67.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.6% | -7.2% | -5.0% |
| 7D | -17.0% | +4.3% | -21.2% | -15.5% |
| 30D | -26.7% | +11.5% | -38.2% | -23.3% |
| 3M | -4.1% | +13.0% | -17.2% | +1.1% |
| 6M | +75.4% | +25.9% | +49.5% | +89.0% |
| YTD | +111.0% | +34.0% | +77.0% | +128.6% |
| 1Y | +116.4% | +46.9% | +69.6% | +136.3% |
| All | +116.4% | +48.8% | +67.6% | +136.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 1y: compounded portfolio wealth divided by compounded PM 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…
1y analysis · Full analysis span regression · 6 months rolling