+298.8%
HPE vs PPL
+39.5%
+259.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -0.6% | +2.7% | -3.3% | -1.0% |
| 30D | -2.3% | +0.5% | -2.8% | -2.4% |
| 3M | -2.9% | +0.7% | -3.5% | -3.3% |
| 6M | +143.6% | -7.6% | +151.2% | +146.5% |
| YTD | +118.5% | +1.8% | +116.7% | +115.8% |
| 1Y | +129.2% | -0.8% | +130.0% | +127.9% |
| 3Y | +212.5% | +56.9% | +155.6% | +159.9% |
| All | +298.8% | +39.5% | +259.2% | +242.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling