+343.8%
HPE vs PM
+122.3%
+221.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.2% | +6.5% | +7.7% |
| 7D | +10.1% | -1.3% | +11.4% | +10.3% |
| 30D | +5.3% | -2.6% | +7.8% | +5.5% |
| 3M | +12.7% | +5.8% | +6.9% | +11.5% |
| 6M | +167.7% | +10.6% | +157.1% | +162.2% |
| YTD | +135.5% | +17.2% | +118.3% | +127.6% |
| 1Y | +143.4% | +17.6% | +125.8% | +134.7% |
| 3Y | +249.2% | +124.3% | +124.9% | +159.0% |
| 5Y | +343.8% | +125.1% | +218.8% | +224.2% |
| All | +343.8% | +122.3% | +221.6% | +224.2% |
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