+571.9%
HPE vs EL
+51.8%
+520.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.9% | -4.1% |
| 7D | +7.9% | +1.5% | +6.3% | +7.3% |
| 30D | -23.5% | +10.0% | -33.5% | -26.1% |
| 3M | -19.1% | +28.4% | -47.5% | -26.9% |
| 6M | +51.4% | +37.1% | +14.3% | +32.2% |
| YTD | +103.4% | +7.8% | +95.6% | +88.9% |
| 1Y | +114.4% | +26.0% | +88.3% | +86.7% |
| 3Y | +224.7% | +3.8% | +220.8% | +179.1% |
| 5Y | +277.8% | -65.2% | +342.9% | +429.7% |
| 10Y | +371.1% | +62.1% | +309.0% | +184.9% |
| All | +571.9% | +51.8% | +520.1% | +322.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling