+224.7%
HPE vs EAT
+476.7%
-252.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.8% |
| 7D | +7.9% | -4.0% | +11.9% | +8.6% |
| 30D | -23.5% | -2.9% | -20.6% | -23.3% |
| 3M | -19.1% | -16.9% | -2.2% | -16.8% |
| 6M | +51.4% | +57.0% | -5.6% | +35.8% |
| YTD | +103.4% | +38.2% | +65.3% | +85.1% |
| 1Y | +114.4% | +69.3% | +45.1% | +84.2% |
| 3Y | +224.7% | +483.0% | -258.3% | +92.2% |
| All | +224.7% | +476.7% | -252.0% | +92.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling