+563.1%
HPE vs EL
+26.1%
+537.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.7% | +11.8% | +12.2% |
| 7D | +19.4% | -6.5% | +25.9% | +22.0% |
| 30D | +5.6% | +11.1% | -5.5% | +0.9% |
| 3M | +33.1% | +10.7% | +22.3% | +26.8% |
| 6M | +192.5% | +6.9% | +185.6% | +177.5% |
| YTD | +160.9% | -6.3% | +167.2% | +155.9% |
| 1Y | +155.0% | +13.5% | +141.5% | +130.3% |
| 3Y | +289.4% | -33.1% | +322.5% | +300.3% |
| 5Y | +395.7% | -68.8% | +464.4% | +613.2% |
| All | +563.1% | +26.1% | +537.0% | +421.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling