+116.4%
HPE vs EQT
-3.4%
+119.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.2% | -2.5% | -5.3% |
| 7D | -17.0% | -6.6% | -10.4% | -16.4% |
| 30D | -26.7% | +2.7% | -29.5% | -26.8% |
| 3M | -4.1% | -0.2% | -4.0% | -4.2% |
| 6M | +75.4% | -10.6% | +86.0% | +78.1% |
| YTD | +111.0% | -1.2% | +112.2% | +115.8% |
| 1Y | +116.4% | -4.9% | +121.3% | +118.5% |
| All | +116.4% | -3.4% | +119.9% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 1y: compounded portfolio wealth divided by compounded EQT 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…
1y analysis · Full analysis span regression · 6 months rolling