+215.5%
HPE vs PR
+73.2%
+142.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -3.9% |
| 7D | -0.6% | +2.9% | -3.5% | -1.6% |
| 30D | -2.3% | +18.0% | -20.3% | -8.1% |
| 3M | -2.9% | +16.9% | -19.7% | -8.7% |
| 6M | +143.6% | +28.2% | +115.4% | +119.1% |
| YTD | +118.5% | +69.3% | +49.2% | +76.3% |
| 1Y | +129.2% | +69.5% | +59.7% | +83.7% |
| All | +215.5% | +73.2% | +142.3% | +133.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling