+563.1%
HPE vs ENB
+92.6%
+470.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.0% | +13.4% | +12.9% |
| 7D | +19.4% | -4.7% | +24.1% | +22.4% |
| 30D | +5.6% | -5.9% | +11.5% | +9.0% |
| 3M | +33.1% | -14.2% | +47.3% | +43.6% |
| 6M | +192.5% | -8.6% | +201.0% | +204.8% |
| YTD | +160.9% | +3.9% | +157.0% | +153.6% |
| 1Y | +155.0% | +1.8% | +153.2% | +150.0% |
| 3Y | +289.4% | +68.5% | +220.9% | +185.2% |
| 5Y | +395.7% | +62.4% | +333.2% | +268.5% |
| All | +563.1% | +92.6% | +470.5% | +320.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 10y: compounded portfolio wealth divided by compounded ENB 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…
10y analysis · Full analysis span regression · 6 months rolling