+621.7%
HPE vs PM
+252.3%
+369.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.0% | -2.5% | -3.8% |
| 7D | -0.6% | -4.9% | +4.3% | +1.1% |
| 30D | -2.3% | -3.4% | +1.1% | -1.3% |
| 3M | -2.9% | +5.2% | -8.0% | -5.7% |
| 6M | +143.6% | +3.7% | +139.9% | +135.7% |
| YTD | +118.5% | +15.8% | +102.8% | +101.8% |
| 1Y | +129.2% | +17.4% | +111.8% | +109.3% |
| 3Y | +212.5% | +116.9% | +95.6% | +105.1% |
| 5Y | +286.9% | +117.3% | +169.6% | +150.8% |
| 10Y | +432.3% | +193.8% | +238.6% | +180.9% |
| All | +621.7% | +252.3% | +369.4% | +214.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling