+370.3%
HPE vs PM
+264.7%
+105.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.9% | -4.1% |
| 7D | +7.9% | +0.5% | +7.3% | +7.6% |
| 30D | -23.5% | -3.2% | -20.3% | -22.8% |
| 3M | -19.1% | +6.2% | -25.3% | -20.9% |
| 6M | +51.4% | +7.7% | +43.7% | +45.9% |
| YTD | +103.4% | +27.3% | +76.2% | +82.4% |
| 1Y | +114.4% | +32.8% | +81.6% | +88.8% |
| 3Y | +224.7% | +150.0% | +74.7% | +104.1% |
| 5Y | +277.8% | +164.2% | +113.5% | +128.4% |
| All | +370.3% | +264.7% | +105.6% | +150.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling