+362.8%
HPE vs EL
-68.4%
+431.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.9% | +8.0% | +5.8% |
| 7D | +13.6% | -2.4% | +16.0% | +14.1% |
| 30D | +7.7% | +13.7% | -5.9% | +3.6% |
| 3M | +22.4% | +14.5% | +7.9% | +17.2% |
| 6M | +172.6% | +7.4% | +165.2% | +162.2% |
| YTD | +147.5% | -4.7% | +152.2% | +143.7% |
| 1Y | +151.8% | +12.9% | +138.9% | +134.0% |
| 3Y | +267.1% | -32.2% | +299.3% | +271.6% |
| 5Y | +362.8% | -68.4% | +431.1% | +505.1% |
| All | +362.8% | -68.4% | +431.1% | +505.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling