+540.2%
HPE vs PM
+202.2%
+337.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +5.0% |
| 7D | +13.6% | -1.2% | +14.8% | +14.1% |
| 30D | +7.7% | -0.2% | +7.9% | +7.7% |
| 3M | +22.4% | +4.9% | +17.5% | +19.3% |
| 6M | +172.6% | +9.0% | +163.6% | +159.7% |
| YTD | +147.5% | +17.8% | +129.7% | +128.2% |
| 1Y | +151.8% | +16.8% | +135.0% | +131.6% |
| 3Y | +267.1% | +125.4% | +141.6% | +140.1% |
| 5Y | +362.8% | +128.7% | +234.1% | +197.2% |
| 10Y | +540.2% | +211.8% | +328.3% | +246.5% |
| All | +540.2% | +202.2% | +337.9% | +246.5% |
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