+116.4%
HPE vs ET
+24.7%
+91.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.5% | -2.2% | -4.8% |
| 7D | -17.0% | -6.0% | -10.9% | -15.7% |
| 30D | -26.7% | -6.1% | -20.6% | -25.7% |
| 3M | -4.1% | -2.7% | -1.5% | -3.2% |
| 6M | +75.4% | +0.2% | +75.2% | +76.7% |
| YTD | +111.0% | +24.3% | +86.7% | +112.1% |
| 1Y | +116.4% | +26.4% | +90.1% | +115.2% |
| All | +116.4% | +24.7% | +91.7% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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