+540.2%
HPE vs ECL
+149.7%
+390.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.1% | +7.2% | +6.3% |
| 7D | +13.6% | -2.7% | +16.4% | +15.2% |
| 30D | +7.7% | -4.3% | +12.0% | +9.9% |
| 3M | +22.4% | +3.2% | +19.2% | +18.9% |
| 6M | +172.6% | -2.9% | +175.5% | +172.7% |
| YTD | +147.5% | +4.3% | +143.3% | +137.4% |
| 1Y | +151.8% | +1.6% | +150.1% | +143.9% |
| 3Y | +267.1% | +54.3% | +212.8% | +172.6% |
| 5Y | +362.8% | +26.5% | +336.3% | +279.1% |
| 10Y | +540.2% | +155.6% | +384.6% | +231.2% |
| All | +540.2% | +149.7% | +390.5% | +231.2% |
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