+316.7%
PANW vs HPE
+394.3%
-77.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +12.4% | -14.8% | -5.6% |
| 7D | -0.8% | +19.4% | -20.2% | -5.9% |
| 30D | -14.6% | +5.6% | -20.2% | -16.3% |
| 3M | +18.3% | +33.1% | -14.8% | +8.0% |
| 6M | +100.5% | +192.5% | -92.0% | +44.5% |
| YTD | +79.5% | +160.9% | -81.4% | +33.1% |
| 1Y | +66.7% | +155.0% | -88.2% | +23.9% |
| 3Y | +161.2% | +289.4% | -128.2% | +63.8% |
| All | +316.7% | +394.3% | -77.6% | +144.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 5y: compounded portfolio wealth divided by compounded HPE 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…
5y analysis · Full analysis span regression · 6 months rolling