+396.0%
HPE vs PSX
+362.1%
+33.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.4% | +12.1% | +12.3% |
| 7D | +19.4% | +1.7% | +17.7% | +18.7% |
| 30D | +5.6% | +15.6% | -10.0% | -0.3% |
| 3M | +33.1% | +46.5% | -13.4% | +13.8% |
| 6M | +192.5% | +55.0% | +137.4% | +143.2% |
| YTD | +160.9% | +105.3% | +55.6% | +92.5% |
| 1Y | +155.0% | +101.6% | +53.4% | +88.7% |
| 3Y | +289.4% | +134.1% | +155.3% | +162.5% |
| All | +396.0% | +362.1% | +33.9% | +134.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling