+621.7%
HPE vs EAT
+429.6%
+192.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.6% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | -2.3% | +1.9% | -4.2% | -2.9% |
| 3M | -2.9% | +68.7% | -71.5% | -15.1% |
| 6M | +143.6% | +66.9% | +76.7% | +111.1% |
| YTD | +118.5% | +60.4% | +58.1% | +90.6% |
| 1Y | +129.2% | +44.0% | +85.2% | +103.4% |
| 3Y | +212.5% | +604.7% | -392.2% | +79.7% |
| 5Y | +286.9% | +347.0% | -60.1% | +136.5% |
| 10Y | +432.3% | +390.8% | +41.6% | +181.4% |
| All | +621.7% | +429.6% | +192.1% | +259.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling