+495.9%
HPE vs PPL
+55.2%
+440.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.1% | +7.8% | +7.8% |
| 7D | +10.1% | +1.8% | +8.4% | +9.4% |
| 30D | +5.3% | -1.1% | +6.4% | +5.7% |
| 3M | +12.7% | 0.0% | +12.6% | +12.2% |
| 6M | +167.7% | -7.6% | +175.2% | +174.3% |
| YTD | +135.5% | +1.7% | +133.7% | +130.7% |
| 1Y | +143.4% | +1.5% | +141.9% | +138.3% |
| 3Y | +249.2% | +55.3% | +193.9% | +170.3% |
| 5Y | +343.8% | +37.7% | +306.1% | +262.0% |
| 10Y | +495.9% | +54.0% | +441.9% | +331.0% |
| All | +495.9% | +55.2% | +440.7% | +331.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling