+343.8%
HPE vs ECL
+29.5%
+314.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.4% | +8.2% | +7.9% |
| 7D | +10.1% | -0.8% | +10.9% | +10.4% |
| 30D | +5.3% | -2.5% | +7.8% | +6.1% |
| 3M | +12.7% | +8.3% | +4.3% | +8.2% |
| 6M | +167.7% | -1.1% | +168.7% | +166.2% |
| YTD | +135.5% | +6.5% | +128.9% | +126.8% |
| 1Y | +143.4% | +2.1% | +141.3% | +138.0% |
| 3Y | +249.2% | +57.6% | +191.6% | +180.5% |
| 5Y | +343.8% | +28.1% | +315.8% | +256.4% |
| All | +343.8% | +29.5% | +314.3% | +256.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling