+362.8%
HPE vs EAT
+310.8%
+51.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.2% | +8.3% | +5.8% |
| 7D | +13.6% | -6.8% | +20.4% | +15.3% |
| 30D | +7.7% | -5.4% | +13.1% | +8.7% |
| 3M | +22.4% | +42.8% | -20.4% | +12.0% |
| 6M | +172.6% | +56.5% | +116.1% | +141.0% |
| YTD | +147.5% | +50.0% | +97.5% | +120.4% |
| 1Y | +151.8% | +38.3% | +113.5% | +127.1% |
| 3Y | +267.1% | +591.6% | -324.6% | +111.9% |
| 5Y | +362.8% | +312.6% | +50.1% | +183.3% |
| All | +362.8% | +310.8% | +51.9% | +183.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling