+522.9%
HPE vs PPL
+68.8%
+454.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +1.9% | +1.6% |
| 7D | -18.7% | +0.4% | -19.2% | -19.0% |
| 30D | -37.9% | +5.4% | -43.3% | -39.4% |
| 3M | -14.4% | +4.3% | -18.7% | -16.2% |
| 6M | +48.2% | -1.3% | +49.6% | +47.6% |
| YTD | +88.6% | +4.7% | +83.9% | +82.0% |
| 1Y | +94.8% | +1.3% | +93.5% | +90.5% |
| 3Y | +202.7% | +57.2% | +145.5% | +133.0% |
| 5Y | +231.6% | +48.2% | +183.4% | +159.7% |
| 10Y | +361.9% | +62.7% | +299.2% | +224.7% |
| All | +522.9% | +68.8% | +454.2% | +328.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling