+677.7%
HPE vs PSX
+364.9%
+312.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.6% | +6.2% | +7.0% |
| 7D | +10.1% | +2.8% | +7.3% | +8.7% |
| 30D | +5.3% | +27.8% | -22.5% | -6.5% |
| 3M | +12.7% | +42.0% | -29.4% | -5.4% |
| 6M | +167.7% | +58.1% | +109.5% | +112.1% |
| YTD | +135.5% | +105.0% | +30.4% | +63.9% |
| 1Y | +143.4% | +104.9% | +38.5% | +68.6% |
| 3Y | +249.2% | +134.1% | +115.1% | +120.1% |
| 5Y | +343.8% | +363.8% | -20.0% | +88.0% |
| 10Y | +495.9% | +370.1% | +125.8% | +124.0% |
| All | +677.7% | +364.9% | +312.8% | +194.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling