+116.4%
HPE vs PSX
+97.5%
+18.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.5% | -1.1% | -4.7% |
| 7D | -17.0% | -5.2% | -11.8% | -16.0% |
| 30D | -26.7% | -3.7% | -23.0% | -26.4% |
| 3M | -4.1% | +26.8% | -30.9% | -9.3% |
| 6M | +75.4% | +47.3% | +28.1% | +60.6% |
| YTD | +111.0% | +105.4% | +5.6% | +79.7% |
| 1Y | +116.4% | +96.9% | +19.5% | +84.2% |
| All | +116.4% | +97.5% | +18.9% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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