+237.2%
HPE vs PODD
-6.1%
+243.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | +13.6% | -4.4% | +18.0% | +13.8% |
| 30D | -27.1% | +8.1% | -35.2% | -27.3% |
| 3M | -14.5% | +2.9% | -17.4% | -14.4% |
| 6M | +66.9% | -5.7% | +72.7% | +66.9% |
| YTD | +111.3% | -47.5% | +158.8% | +138.0% |
| 1Y | +117.5% | -55.7% | +173.2% | +155.1% |
| All | +237.2% | -6.1% | +243.3% | +218.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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