+522.9%
HPE vs PWR
+2,882.3%
-2,359.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.3% | -4.9% | -1.8% |
| 7D | -18.7% | -12.9% | -5.9% | -13.0% |
| 30D | -37.9% | -22.8% | -15.1% | -29.4% |
| 3M | -14.4% | -19.0% | +4.6% | -5.0% |
| 6M | +48.2% | -31.1% | +79.3% | +76.7% |
| YTD | +88.6% | +28.3% | +60.4% | +62.2% |
| 1Y | +94.8% | +22.2% | +72.6% | +71.1% |
| 3Y | +202.7% | +222.2% | -19.5% | +56.0% |
| 5Y | +231.6% | +364.2% | -132.5% | +34.9% |
| 10Y | +361.9% | +1,864.8% | -1,502.9% | -23.8% |
| All | +522.9% | +2,882.3% | -2,359.3% | -21.6% |
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 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