+597.9%
HPE vs ENB
+105.9%
+492.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | +13.6% | 0.0% | +13.6% | +13.6% |
| 30D | -27.1% | +1.4% | -28.5% | -27.6% |
| 3M | -14.5% | -5.2% | -9.3% | -12.3% |
| 6M | +66.9% | -9.9% | +76.9% | +75.0% |
| YTD | +111.3% | +4.7% | +106.7% | +104.7% |
| 1Y | +117.5% | +2.8% | +114.7% | +112.3% |
| 3Y | +238.1% | +71.3% | +166.8% | +149.8% |
| 5Y | +292.4% | +58.6% | +233.8% | +200.1% |
| 10Y | +389.3% | +108.5% | +280.9% | +212.2% |
| All | +597.9% | +105.9% | +492.0% | +351.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling