+116.4%
HPE vs ECL
+23.8%
+92.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.4% | -9.1% | -5.0% |
| 7D | -17.0% | +7.7% | -24.7% | -15.9% |
| 30D | -26.7% | +13.7% | -40.4% | -25.5% |
| 3M | -4.1% | +11.6% | -15.7% | -2.6% |
| 6M | +75.4% | +23.9% | +51.5% | +73.0% |
| YTD | +111.0% | +21.0% | +90.1% | +111.8% |
| 1Y | +116.4% | +23.1% | +93.3% | +117.0% |
| All | +116.4% | +23.8% | +92.7% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling