+155.0%
HPE vs PSX
+103.3%
+51.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.4% | +12.1% | +12.4% |
| 7D | +19.4% | +1.7% | +17.7% | +19.0% |
| 30D | +5.6% | +15.6% | -10.0% | +2.4% |
| 3M | +33.1% | +46.5% | -13.4% | +22.3% |
| 6M | +192.5% | +55.0% | +137.4% | +163.4% |
| YTD | +160.9% | +105.3% | +55.6% | +121.9% |
| 1Y | +155.0% | +101.6% | +53.4% | +115.6% |
| All | +155.0% | +103.3% | +51.7% | +115.6% |
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