+597.9%
HPE vs EL
+50.1%
+547.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.4% |
| 7D | +13.6% | +2.7% | +10.9% | +12.6% |
| 30D | -27.1% | +10.8% | -37.9% | -29.8% |
| 3M | -14.5% | +26.5% | -40.9% | -22.3% |
| 6M | +66.9% | +31.1% | +35.8% | +48.0% |
| YTD | +111.3% | +6.6% | +104.7% | +97.0% |
| 1Y | +117.5% | +21.8% | +95.7% | +91.9% |
| 3Y | +238.1% | +1.8% | +236.3% | +193.0% |
| 5Y | +292.4% | -65.6% | +358.0% | +452.4% |
| 10Y | +389.3% | +60.3% | +329.0% | +197.1% |
| All | +597.9% | +50.1% | +547.8% | +340.4% |
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