+390.2%
HPE vs PR
+72.8%
+317.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.8% | +2.1% | +4.5% |
| 7D | +0.3% | -0.5% | +0.8% | +0.5% |
| 30D | -28.6% | -4.6% | -23.9% | -28.1% |
| 3M | -7.4% | +4.7% | -12.1% | -8.0% |
| 6M | +63.7% | +12.4% | +51.2% | +60.7% |
| YTD | +111.7% | +62.9% | +48.8% | +97.7% |
| 1Y | +123.5% | +70.6% | +52.9% | +107.3% |
| 3Y | +238.7% | +90.0% | +148.7% | +208.5% |
| 5Y | +261.0% | +255.5% | +5.5% | +198.7% |
| 10Y | +390.2% | +78.7% | +311.5% | +306.4% |
| All | +390.2% | +72.8% | +317.4% | +306.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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