+151.8%
HPE vs PM
+18.7%
+133.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +5.3% |
| 7D | +13.6% | -1.2% | +14.8% | +13.1% |
| 30D | +7.7% | -0.2% | +7.9% | +7.7% |
| 3M | +22.4% | +4.9% | +17.5% | +24.3% |
| 6M | +172.6% | +9.0% | +163.6% | +179.8% |
| YTD | +147.5% | +17.8% | +129.7% | +157.7% |
| 1Y | +151.8% | +16.8% | +135.0% | +163.6% |
| All | +151.8% | +18.7% | +133.1% | +163.6% |
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