+143.4%
HPE vs PPL
+0.8%
+142.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.1% | +7.8% | +7.7% |
| 7D | +10.1% | +1.8% | +8.4% | +10.6% |
| 30D | +5.3% | -1.1% | +6.4% | +4.9% |
| 3M | +12.7% | 0.0% | +12.6% | +12.7% |
| 6M | +167.7% | -7.6% | +175.2% | +164.3% |
| YTD | +135.5% | +1.7% | +133.7% | +133.0% |
| 1Y | +143.4% | +1.5% | +141.9% | +152.9% |
| All | +143.4% | +0.8% | +142.6% | +152.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling