+269.4%
HPE vs PSX
+134.3%
+135.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +4.9% |
| 7D | +13.6% | +1.8% | +11.8% | +12.9% |
| 30D | +7.7% | +21.6% | -13.9% | -0.6% |
| 3M | +22.4% | +46.5% | -24.1% | +4.1% |
| 6M | +172.6% | +62.0% | +110.6% | +120.6% |
| YTD | +147.5% | +106.3% | +41.2% | +79.1% |
| 1Y | +151.8% | +103.0% | +48.8% | +82.6% |
| All | +269.4% | +134.3% | +135.1% | +123.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling