Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • HPE vs EL✓SelectedUSD · ELHPE vs EL performance historyLatest closeAs of+7.75%09/08
Stock and ETF performance explorer

HPE vs EL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+677.7%
EL return
+38.2%
Excess return
+639.5%
Maximum drawdown
-56.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioELExcessAlpha
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