+269.4%
HPE vs EL
-32.9%
+302.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.9% | +8.0% | +5.6% |
| 7D | +13.6% | -2.4% | +16.0% | +14.0% |
| 30D | +7.7% | +13.7% | -5.9% | +4.7% |
| 3M | +22.4% | +14.5% | +7.9% | +18.7% |
| 6M | +172.6% | +7.4% | +165.2% | +165.1% |
| YTD | +147.5% | -4.7% | +152.2% | +145.4% |
| 1Y | +151.8% | +12.9% | +138.9% | +138.2% |
| All | +269.4% | -32.9% | +302.2% | +252.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling