+566.9%
HPE vs PWR
+3,115.2%
-2,548.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.5% |
| 7D | -9.7% | -11.2% | +1.5% | -4.3% |
| 30D | -34.8% | -17.4% | -17.4% | -28.4% |
| 3M | -12.1% | -11.7% | -0.4% | -6.6% |
| 6M | +53.7% | -21.7% | +75.4% | +71.9% |
| YTD | +101.9% | +38.3% | +63.7% | +67.0% |
| 1Y | +104.3% | +29.6% | +74.8% | +74.1% |
| 3Y | +223.1% | +236.1% | -13.1% | +63.0% |
| 5Y | +249.2% | +406.3% | -157.2% | +35.8% |
| 10Y | +372.4% | +1,796.7% | -1,424.3% | -20.5% |
| All | +566.9% | +3,115.2% | -2,548.3% | -19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling