+116.4%
HPE vs PSLV
+7.9%
+108.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +6.0% | -11.7% | -6.8% |
| 7D | -17.0% | -2.6% | -14.3% | -16.6% |
| 30D | -26.7% | -14.2% | -12.6% | -24.5% |
| 3M | -4.1% | -12.2% | +8.1% | -1.4% |
| 6M | +75.4% | -28.1% | +103.5% | +84.1% |
| YTD | +111.0% | -28.2% | +139.2% | +113.0% |
| 1Y | +116.4% | +9.1% | +107.3% | +79.7% |
| All | +116.4% | +7.9% | +108.6% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 1y: compounded portfolio wealth divided by compounded PSLV 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…
1y analysis · Full analysis span regression · 6 months rolling