+123.5%
HPE vs PM
+30.8%
+92.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.8% | +5.2% |
| 7D | +0.3% | -7.1% | +7.4% | -2.1% |
| 30D | -28.6% | -2.8% | -25.8% | -28.7% |
| 3M | -7.4% | +6.3% | -13.7% | -4.4% |
| 6M | +63.7% | +9.6% | +54.0% | +71.6% |
| YTD | +111.7% | +25.6% | +86.1% | +123.7% |
| 1Y | +123.5% | +29.7% | +93.8% | +138.3% |
| All | +123.5% | +30.8% | +92.7% | +138.3% |
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