+571.9%
HPE vs EAT
+356.3%
+215.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.8% |
| 7D | +7.9% | -4.0% | +11.9% | +8.8% |
| 30D | -23.5% | -2.9% | -20.6% | -23.3% |
| 3M | -19.1% | -16.9% | -2.2% | -16.3% |
| 6M | +51.4% | +57.0% | -5.6% | +33.2% |
| YTD | +103.4% | +38.2% | +65.3% | +82.2% |
| 1Y | +114.4% | +69.3% | +45.1% | +81.4% |
| 3Y | +224.7% | +483.0% | -258.3% | +94.0% |
| 5Y | +277.8% | +364.1% | -86.4% | +127.2% |
| 10Y | +371.1% | +320.8% | +50.3% | +156.2% |
| All | +571.9% | +356.3% | +215.7% | +243.5% |
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