+249.2%
HPE vs PM
+124.9%
+124.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.2% | +6.5% | +7.9% |
| 7D | +10.1% | -1.3% | +11.4% | +9.9% |
| 30D | +5.3% | -2.6% | +7.8% | +4.9% |
| 3M | +12.7% | +5.8% | +6.9% | +13.5% |
| 6M | +167.7% | +10.6% | +157.1% | +170.5% |
| YTD | +135.5% | +17.2% | +118.3% | +138.5% |
| 1Y | +143.4% | +17.6% | +125.8% | +147.0% |
| 3Y | +249.2% | +124.3% | +124.9% | +241.7% |
| All | +249.2% | +124.9% | +124.3% | +241.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling