+116.4%
HPE vs ETN
-1.0%
+117.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -9.9% | +4.2% | +1.5% |
| 7D | -17.0% | -10.1% | -6.8% | -10.5% |
| 30D | -26.7% | -18.4% | -8.3% | -15.2% |
| 3M | -4.1% | -20.4% | +16.3% | +12.6% |
| 6M | +75.4% | -16.0% | +91.4% | +96.8% |
| YTD | +111.0% | +11.8% | +99.2% | +97.9% |
| 1Y | +116.4% | -5.5% | +121.9% | +128.9% |
| All | +116.4% | -1.0% | +117.4% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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