+390.2%
HPE vs PM
+254.9%
+135.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.8% | +4.5% |
| 7D | +0.3% | -7.1% | +7.4% | +2.7% |
| 30D | -28.6% | -2.8% | -25.8% | -28.0% |
| 3M | -7.4% | +6.3% | -13.7% | -9.5% |
| 6M | +63.7% | +9.6% | +54.0% | +56.5% |
| YTD | +111.7% | +25.6% | +86.1% | +90.6% |
| 1Y | +123.5% | +29.7% | +93.8% | +98.4% |
| 3Y | +238.7% | +147.6% | +91.1% | +113.5% |
| 5Y | +261.0% | +160.1% | +100.9% | +119.6% |
| 10Y | +390.2% | +260.9% | +129.3% | +163.1% |
| All | +390.2% | +254.9% | +135.3% | +163.1% |
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