+249.2%
HPE vs ECL
+58.2%
+190.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.4% | +8.2% | +7.9% |
| 7D | +10.1% | -0.8% | +10.9% | +10.3% |
| 30D | +5.3% | -2.5% | +7.8% | +5.9% |
| 3M | +12.7% | +8.3% | +4.3% | +8.8% |
| 6M | +167.7% | -1.1% | +168.7% | +166.5% |
| YTD | +135.5% | +6.5% | +128.9% | +127.7% |
| 1Y | +143.4% | +2.1% | +141.3% | +138.8% |
| 3Y | +249.2% | +57.6% | +191.6% | +194.5% |
| All | +249.2% | +58.2% | +190.9% | +194.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling