+540.2%
HPE vs PWR
+2,367.8%
-1,827.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.9% | +7.0% | +6.0% |
| 7D | +13.6% | +2.7% | +11.0% | +12.2% |
| 30D | +7.7% | -5.1% | +12.8% | +10.3% |
| 3M | +22.4% | -9.4% | +31.8% | +27.5% |
| 6M | +172.6% | +10.4% | +162.2% | +154.7% |
| YTD | +147.5% | +48.6% | +98.9% | +97.5% |
| 1Y | +151.8% | +68.0% | +83.8% | +87.6% |
| 3Y | +267.1% | +204.7% | +62.3% | +94.1% |
| 5Y | +362.8% | +451.9% | -89.2% | +71.8% |
| 10Y | +540.2% | +2,425.3% | -1,885.2% | -3.6% |
| All | +540.2% | +2,367.8% | -1,827.7% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 10y: compounded portfolio wealth divided by compounded PWR 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…
10y analysis · Full analysis span regression · 6 months rolling