+292.4%
HPE vs EAT
+355.7%
-63.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.1% |
| 7D | +13.6% | -7.1% | +20.7% | +15.3% |
| 30D | -27.1% | -2.3% | -24.8% | -27.0% |
| 3M | -14.5% | -19.6% | +5.2% | -11.1% |
| 6M | +66.9% | +46.0% | +20.9% | +50.0% |
| YTD | +111.3% | +37.7% | +73.6% | +90.2% |
| 1Y | +117.5% | +73.8% | +43.7% | +83.3% |
| 3Y | +238.1% | +482.1% | -244.0% | +101.3% |
| 5Y | +292.4% | +362.5% | -70.1% | +143.3% |
| All | +292.4% | +355.7% | -63.4% | +143.3% |
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