+488.3%
HPE vs PR
+152.6%
+335.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.1% |
| 7D | -18.7% | -16.4% | -2.3% | -16.7% |
| 30D | -37.9% | -1.9% | -36.0% | -37.7% |
| 3M | -14.4% | +8.0% | -22.3% | -15.3% |
| 6M | +48.2% | +4.1% | +44.1% | +47.0% |
| YTD | +88.6% | +58.7% | +29.9% | +76.9% |
| 1Y | +94.8% | +75.8% | +18.9% | +80.1% |
| 3Y | +202.7% | +73.2% | +129.5% | +179.0% |
| 5Y | +231.6% | +230.1% | +1.5% | +177.3% |
| 10Y | +361.9% | +67.4% | +294.5% | +281.2% |
| All | +488.3% | +152.6% | +335.7% | +405.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling