+717.5%
HPE vs ET
+134.2%
+583.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +4.9% |
| 7D | +13.6% | +0.6% | +13.0% | +13.4% |
| 30D | +7.7% | +5.3% | +2.4% | +6.1% |
| 3M | +22.4% | +15.6% | +6.7% | +17.2% |
| 6M | +172.6% | +20.6% | +152.0% | +157.8% |
| YTD | +147.5% | +38.5% | +109.0% | +124.9% |
| 1Y | +151.8% | +35.7% | +116.1% | +130.0% |
| 3Y | +267.1% | +98.4% | +168.7% | +203.8% |
| 5Y | +362.8% | +245.3% | +117.5% | +229.9% |
| 10Y | +540.2% | +173.7% | +366.4% | +343.7% |
| All | +717.5% | +134.2% | +583.3% | +407.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling