+390.2%
HPE vs ECL
+196.0%
+194.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.5% |
| 7D | +0.3% | -2.3% | +2.6% | +1.7% |
| 30D | -28.6% | +8.3% | -36.8% | -31.7% |
| 3M | -7.4% | +8.4% | -15.8% | -11.9% |
| 6M | +63.7% | +23.3% | +40.4% | +43.4% |
| YTD | +111.7% | +18.2% | +93.5% | +89.2% |
| 1Y | +123.5% | +18.8% | +104.7% | +98.8% |
| 3Y | +238.7% | +78.5% | +160.2% | +132.2% |
| 5Y | +261.0% | +40.1% | +221.0% | +181.4% |
| 10Y | +390.2% | +196.5% | +193.7% | +150.2% |
| All | +390.2% | +196.0% | +194.1% | +150.2% |
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