+223.1%
HPE vs PM
+144.1%
+79.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.9% |
| 7D | -9.7% | -6.6% | -3.1% | -10.8% |
| 30D | -34.8% | -3.4% | -31.3% | -35.0% |
| 3M | -12.1% | +5.3% | -17.5% | -10.9% |
| 6M | +53.7% | +15.5% | +38.2% | +57.6% |
| YTD | +101.9% | +24.3% | +77.7% | +108.2% |
| 1Y | +104.3% | +29.7% | +74.6% | +111.3% |
| 3Y | +223.1% | +144.9% | +78.1% | +222.5% |
| All | +223.1% | +144.1% | +79.0% | +222.5% |
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