+621.7%
HPE vs ECL
+160.3%
+461.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | -0.6% | -2.6% | +2.0% | +0.9% |
| 30D | -2.3% | -2.2% | -0.1% | -1.3% |
| 3M | -2.9% | +10.1% | -13.0% | -9.3% |
| 6M | +143.6% | -5.7% | +149.3% | +148.3% |
| YTD | +118.5% | +7.0% | +111.6% | +106.5% |
| 1Y | +129.2% | +2.7% | +126.5% | +120.7% |
| 3Y | +212.5% | +57.7% | +154.8% | +127.1% |
| 5Y | +286.9% | +31.1% | +255.8% | +207.6% |
| 10Y | +432.3% | +150.9% | +281.5% | +152.3% |
| All | +621.7% | +160.3% | +461.4% | +229.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling