+13.4%
PG vs HPE
+394.3%
-380.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +12.4% | -10.8% | +1.6% |
| 7D | -0.8% | +19.4% | -20.2% | -0.7% |
| 30D | +0.8% | +5.6% | -4.8% | +0.9% |
| 3M | -1.3% | +33.1% | -34.4% | -1.2% |
| 6M | -3.8% | +192.5% | -196.3% | -5.2% |
| YTD | +3.6% | +160.9% | -157.3% | +2.4% |
| 1Y | -5.7% | +155.0% | -160.7% | -6.8% |
| 3Y | +1.6% | +289.4% | -287.8% | -3.7% |
| All | +13.4% | +394.3% | -380.9% | +4.5% |
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