+666.4%
HPE vs EQT
+45.8%
+620.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.6% | -6.9% | -6.4% |
| 7D | +1.4% | -1.2% | +2.6% | +1.6% |
| 30D | +1.5% | +1.1% | +0.5% | +1.3% |
| 3M | +21.7% | +4.8% | +16.9% | +20.4% |
| 6M | +164.2% | -10.6% | +174.7% | +169.0% |
| YTD | +132.1% | +3.4% | +128.6% | +129.4% |
| 1Y | +130.6% | +8.7% | +122.0% | +125.4% |
| 3Y | +244.1% | +35.0% | +209.2% | +219.1% |
| 5Y | +340.8% | +204.2% | +136.6% | +243.3% |
| 10Y | +500.2% | +52.5% | +447.7% | +379.8% |
| All | +666.4% | +45.8% | +620.6% | +483.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling