+298.8%
HPE vs PR
+433.6%
-134.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -4.1% |
| 7D | -0.6% | +2.9% | -3.5% | -1.3% |
| 30D | -2.3% | +18.0% | -20.3% | -6.5% |
| 3M | -2.9% | +16.9% | -19.7% | -7.1% |
| 6M | +143.6% | +28.2% | +115.4% | +126.3% |
| YTD | +118.5% | +69.3% | +49.2% | +88.6% |
| 1Y | +129.2% | +69.5% | +59.7% | +97.0% |
| 3Y | +212.5% | +81.7% | +130.8% | +158.6% |
| All | +298.8% | +433.6% | -134.9% | +143.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling