+114.4%
HPE vs PM
+32.3%
+82.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.9% | -3.3% |
| 7D | +7.9% | +0.5% | +7.3% | +8.1% |
| 30D | -23.5% | -3.2% | -20.3% | -24.0% |
| 3M | -19.1% | +6.2% | -25.3% | -16.5% |
| 6M | +51.4% | +7.7% | +43.7% | +59.2% |
| YTD | +103.4% | +27.3% | +76.2% | +115.6% |
| 1Y | +114.4% | +32.8% | +81.6% | +127.7% |
| All | +114.4% | +32.3% | +82.1% | +127.7% |
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