+365.4%
HPE vs PPL
+62.1%
+303.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.3% | +6.5% | +6.3% |
| 7D | -7.1% | -1.2% | -5.9% | -6.7% |
| 30D | -35.3% | +4.2% | -39.5% | -36.6% |
| 3M | -10.4% | +1.5% | -12.0% | -11.3% |
| 6M | +52.5% | +1.0% | +51.4% | +50.4% |
| YTD | +100.3% | +4.4% | +95.9% | +93.6% |
| 1Y | +106.4% | +0.8% | +105.6% | +102.4% |
| 3Y | +227.4% | +56.5% | +170.9% | +153.4% |
| 5Y | +250.6% | +47.7% | +202.9% | +175.8% |
| 10Y | +365.4% | +64.4% | +301.0% | +230.9% |
| All | +365.4% | +62.1% | +303.2% | +230.9% |
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