+130.6%
HPE vs EL
+11.6%
+119.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.3% | -3.9% | -6.2% |
| 7D | +1.4% | -4.4% | +5.8% | +1.5% |
| 30D | +1.5% | +10.3% | -8.7% | +1.2% |
| 3M | +21.7% | +13.4% | +8.4% | +21.1% |
| 6M | +164.2% | +3.1% | +161.1% | +163.3% |
| YTD | +132.1% | -6.9% | +139.0% | +131.9% |
| 1Y | +130.6% | +11.9% | +118.7% | +119.2% |
| All | +130.6% | +11.6% | +119.0% | +119.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling