+249.2%
HPE vs PM
+159.5%
+89.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.8% |
| 7D | -9.7% | -6.6% | -3.1% | -9.3% |
| 30D | -34.8% | -3.4% | -31.3% | -34.6% |
| 3M | -12.1% | +5.3% | -17.5% | -12.4% |
| 6M | +53.7% | +15.5% | +38.2% | +50.6% |
| YTD | +101.9% | +24.3% | +77.7% | +94.5% |
| 1Y | +104.3% | +29.7% | +74.6% | +95.0% |
| 3Y | +223.1% | +144.9% | +78.1% | +133.2% |
| 5Y | +249.2% | +159.0% | +90.2% | +150.9% |
| All | +249.2% | +159.5% | +89.6% | +150.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling