+292.4%
HPE vs PODD
-52.9%
+345.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +13.6% | -4.4% | +18.0% | +14.1% |
| 30D | -27.1% | +8.1% | -35.2% | -27.8% |
| 3M | -14.5% | +2.9% | -17.4% | -14.9% |
| 6M | +66.9% | -5.7% | +72.7% | +66.0% |
| YTD | +111.3% | -47.5% | +158.8% | +133.6% |
| 1Y | +117.5% | -55.7% | +173.2% | +148.6% |
| 3Y | +238.1% | -3.7% | +241.8% | +228.7% |
| 5Y | +292.4% | -52.6% | +345.0% | +325.4% |
| All | +292.4% | -52.9% | +345.2% | +325.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling