+35.2%
PFE vs HPE
+533.2%
-498.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.2% | -0.7% |
| 7D | -4.3% | +13.6% | -17.9% | -6.1% |
| 30D | +2.7% | +7.7% | -5.0% | +1.4% |
| 3M | +10.0% | +22.4% | -12.4% | +6.1% |
| 6M | +7.2% | +172.6% | -165.4% | -10.5% |
| YTD | +17.3% | +147.5% | -130.2% | -0.6% |
| 1Y | +20.3% | +151.8% | -131.5% | +1.3% |
| 3Y | -1.6% | +267.1% | -268.7% | -25.3% |
| 5Y | -21.4% | +362.8% | -384.1% | -44.3% |
| 10Y | +35.2% | +540.2% | -504.9% | -16.8% |
| All | +35.2% | +533.2% | -498.0% | -16.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling