+370.3%
HPE vs ENB
+109.5%
+260.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.2% | -4.0% |
| 7D | +7.9% | +3.1% | +4.7% | +6.2% |
| 30D | -23.5% | +2.1% | -25.6% | -24.4% |
| 3M | -19.1% | -4.4% | -14.6% | -17.3% |
| 6M | +51.4% | -10.1% | +61.5% | +59.1% |
| YTD | +103.4% | +5.2% | +98.3% | +96.1% |
| 1Y | +114.4% | +4.2% | +110.2% | +107.3% |
| 3Y | +224.7% | +70.1% | +154.6% | +136.1% |
| 5Y | +277.8% | +59.4% | +218.4% | +182.8% |
| All | +370.3% | +109.5% | +260.8% | +187.8% |
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