+370.3%
HPE vs ECL
+197.5%
+172.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.6% | -5.3% | -4.6% |
| 7D | +7.9% | +2.9% | +5.0% | +6.3% |
| 30D | -23.5% | +7.5% | -31.0% | -26.6% |
| 3M | -19.1% | +12.2% | -31.3% | -24.4% |
| 6M | +51.4% | +24.6% | +26.8% | +31.9% |
| YTD | +103.4% | +18.8% | +84.7% | +81.3% |
| 1Y | +114.4% | +19.3% | +95.1% | +90.2% |
| 3Y | +224.7% | +78.2% | +146.5% | +122.7% |
| 5Y | +277.8% | +38.8% | +239.0% | +196.5% |
| All | +370.3% | +197.5% | +172.7% | +138.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling