+269.4%
HPE vs EAT
+587.9%
-318.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.2% | +8.3% | +5.8% |
| 7D | +13.6% | -6.8% | +20.4% | +15.1% |
| 30D | +7.7% | -5.4% | +13.1% | +8.6% |
| 3M | +22.4% | +42.8% | -20.4% | +12.9% |
| 6M | +172.6% | +56.5% | +116.1% | +143.3% |
| YTD | +147.5% | +50.0% | +97.5% | +122.4% |
| 1Y | +151.8% | +38.3% | +113.5% | +130.2% |
| All | +269.4% | +587.9% | -318.5% | +106.3% |
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