+129.2%
HPE vs PSX
+101.0%
+28.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.5% |
| 7D | -0.6% | +4.5% | -5.1% | -1.5% |
| 30D | -2.3% | +26.6% | -28.9% | -7.2% |
| 3M | -2.9% | +39.3% | -42.1% | -9.6% |
| 6M | +143.6% | +56.8% | +86.8% | +118.2% |
| YTD | +118.5% | +101.8% | +16.7% | +86.4% |
| 1Y | +129.2% | +99.6% | +29.6% | +95.8% |
| All | +129.2% | +101.0% | +28.2% | +95.8% |
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