+155.0%
HPE vs ET
+33.4%
+121.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.8% | +13.3% | +12.6% |
| 7D | +19.4% | +0.2% | +19.2% | +19.3% |
| 30D | +5.6% | +2.9% | +2.7% | +5.1% |
| 3M | +33.1% | +16.8% | +16.3% | +28.3% |
| 6M | +192.5% | +18.9% | +173.6% | +179.9% |
| YTD | +160.9% | +37.7% | +123.2% | +141.0% |
| 1Y | +155.0% | +32.4% | +122.5% | +128.9% |
| All | +155.0% | +33.4% | +121.5% | +128.9% |
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 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