+563.1%
HPE vs ET
+177.0%
+386.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.8% | +13.3% | +12.8% |
| 7D | +19.4% | +0.2% | +19.2% | +19.3% |
| 30D | +5.6% | +2.9% | +2.7% | +4.3% |
| 3M | +33.1% | +16.8% | +16.3% | +24.6% |
| 6M | +192.5% | +18.9% | +173.6% | +171.5% |
| YTD | +160.9% | +37.7% | +123.2% | +128.0% |
| 1Y | +155.0% | +32.4% | +122.5% | +126.2% |
| 3Y | +289.4% | +99.5% | +189.9% | +195.6% |
| 5Y | +395.7% | +244.0% | +151.7% | +203.4% |
| All | +563.1% | +177.0% | +386.1% | +302.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling