+249.2%
HPE vs ENB
+79.6%
+169.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.8% | +7.0% | +7.5% |
| 7D | +10.1% | -0.5% | +10.6% | +10.3% |
| 30D | +5.3% | -0.2% | +5.5% | +5.4% |
| 3M | +12.7% | -7.5% | +20.2% | +14.9% |
| 6M | +167.7% | -4.1% | +171.8% | +170.1% |
| YTD | +135.5% | +9.8% | +125.6% | +127.7% |
| 1Y | +143.4% | +8.7% | +134.7% | +135.8% |
| 3Y | +249.2% | +79.0% | +170.2% | +171.7% |
| All | +249.2% | +79.6% | +169.6% | +171.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling