+362.8%
HPE vs ENB
+68.4%
+294.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.4% |
| 7D | +13.6% | -0.3% | +14.0% | +13.8% |
| 30D | +7.7% | -1.1% | +8.8% | +8.3% |
| 3M | +22.4% | -8.5% | +30.8% | +27.1% |
| 6M | +172.6% | -4.5% | +177.1% | +177.2% |
| YTD | +147.5% | +9.1% | +138.4% | +134.8% |
| 1Y | +151.8% | +8.0% | +143.8% | +139.6% |
| 3Y | +267.1% | +77.8% | +189.2% | +156.2% |
| 5Y | +362.8% | +69.4% | +293.4% | +229.6% |
| All | +362.8% | +68.4% | +294.3% | +229.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling