+666.4%
HPE vs ETN
+931.7%
-265.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.5% | -4.8% | -5.2% |
| 7D | +1.4% | +3.0% | -1.6% | -0.7% |
| 30D | +1.5% | -10.9% | +12.5% | +9.9% |
| 3M | +21.7% | +9.2% | +12.5% | +13.3% |
| 6M | +164.2% | +13.9% | +150.3% | +138.3% |
| YTD | +132.1% | +29.5% | +102.5% | +90.6% |
| 1Y | +130.6% | +14.2% | +116.4% | +106.0% |
| 3Y | +244.1% | +79.9% | +164.2% | +118.0% |
| 5Y | +340.8% | +175.7% | +165.1% | +102.3% |
| 10Y | +500.2% | +693.2% | -193.1% | +31.2% |
| All | +666.4% | +931.7% | -265.3% | +44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling