+117.5%
HPE vs PM
+30.3%
+87.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.1% |
| 7D | +13.6% | -2.4% | +16.0% | +12.8% |
| 30D | -27.1% | -1.3% | -25.8% | -26.9% |
| 3M | -14.5% | +6.5% | -21.0% | -11.7% |
| 6M | +66.9% | +7.0% | +60.0% | +74.8% |
| YTD | +111.3% | +25.8% | +85.5% | +122.6% |
| 1Y | +117.5% | +30.9% | +86.6% | +130.1% |
| All | +117.5% | +30.3% | +87.2% | +130.1% |
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 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