+677.7%
HPE vs EL
+38.2%
+639.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.1% | +9.8% | +8.5% |
| 7D | +10.1% | +1.7% | +8.5% | +9.4% |
| 30D | +5.3% | +15.5% | -10.2% | -0.8% |
| 3M | +12.7% | +20.6% | -7.9% | +4.1% |
| 6M | +167.7% | +10.5% | +157.2% | +150.6% |
| YTD | +135.5% | -1.9% | +137.3% | +127.1% |
| 1Y | +143.4% | +16.1% | +127.3% | +117.7% |
| 3Y | +249.2% | -30.2% | +279.4% | +254.2% |
| 5Y | +343.8% | -67.4% | +411.2% | +533.7% |
| 10Y | +495.9% | +31.2% | +464.6% | +302.0% |
| All | +677.7% | +38.2% | +639.5% | +407.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling