+289.4%
HPE vs PSLV
+165.9%
+123.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.3% | +12.2% | +12.4% |
| 7D | +19.4% | -3.5% | +22.9% | +20.2% |
| 30D | +5.6% | -2.1% | +7.8% | +6.1% |
| 3M | +33.1% | -1.6% | +34.7% | +33.1% |
| 6M | +192.5% | -25.5% | +218.0% | +202.6% |
| YTD | +160.9% | -11.4% | +172.3% | +155.9% |
| 1Y | +155.0% | +48.6% | +106.4% | +121.8% |
| 3Y | +289.4% | +166.9% | +122.5% | +197.6% |
| All | +289.4% | +165.9% | +123.5% | +197.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling