+677.7%
HPE vs PTEN
+8.9%
+668.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.9% | +5.8% | +7.3% |
| 7D | +10.1% | -1.0% | +11.2% | +10.3% |
| 30D | +5.3% | +29.3% | -24.0% | -1.0% |
| 3M | +12.7% | +7.2% | +5.4% | +9.7% |
| 6M | +167.7% | +43.5% | +124.1% | +141.8% |
| YTD | +135.5% | +113.2% | +22.2% | +93.8% |
| 1Y | +143.4% | +135.1% | +8.3% | +94.6% |
| 3Y | +249.2% | -4.8% | +254.0% | +229.1% |
| 5Y | +343.8% | +94.6% | +249.2% | +233.5% |
| 10Y | +495.9% | -24.2% | +520.1% | +326.4% |
| All | +677.7% | +8.9% | +668.7% | +369.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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