+566.9%
HPE vs ECL
+186.0%
+380.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | -9.7% | +0.4% | -10.2% | -9.9% |
| 30D | -34.8% | +8.6% | -43.3% | -37.9% |
| 3M | -12.1% | +7.9% | -20.0% | -16.4% |
| 6M | +53.7% | +21.0% | +32.7% | +35.4% |
| YTD | +101.9% | +17.5% | +84.4% | +80.2% |
| 1Y | +104.3% | +19.7% | +84.7% | +79.9% |
| 3Y | +223.1% | +77.4% | +145.6% | +119.0% |
| 5Y | +249.2% | +38.7% | +210.5% | +170.7% |
| 10Y | +372.4% | +193.5% | +178.9% | +100.5% |
| All | +566.9% | +186.0% | +380.9% | +187.5% |
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 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