+489.7%
HPE vs EAT
+379.9%
+109.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.3% | -6.0% | -6.2% |
| 7D | +1.4% | -6.2% | +7.6% | +2.9% |
| 30D | +1.5% | -3.0% | +4.6% | +2.0% |
| 3M | +21.7% | +45.6% | -23.9% | +10.4% |
| 6M | +164.2% | +53.5% | +110.6% | +133.7% |
| YTD | +132.1% | +49.6% | +82.5% | +105.9% |
| 1Y | +130.6% | +38.9% | +91.7% | +106.5% |
| 3Y | +244.1% | +589.7% | -345.5% | +100.0% |
| 5Y | +340.8% | +318.7% | +22.2% | +175.1% |
| All | +489.7% | +379.9% | +109.9% | +202.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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