+396.0%
HPE vs ETN
+185.4%
+210.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +4.0% | +8.5% | +9.8% |
| 7D | +19.4% | +3.5% | +15.9% | +17.0% |
| 30D | +5.6% | -7.5% | +13.1% | +11.4% |
| 3M | +33.1% | +8.3% | +24.7% | +25.2% |
| 6M | +192.5% | +20.2% | +172.3% | +155.9% |
| YTD | +160.9% | +34.7% | +126.3% | +110.6% |
| 1Y | +155.0% | +19.4% | +135.5% | +122.4% |
| 3Y | +289.4% | +85.5% | +203.9% | +147.7% |
| All | +396.0% | +185.4% | +210.6% | +122.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling