+269.4%
HPE vs ETR
+148.1%
+121.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.4% | +5.3% |
| 7D | +13.6% | +0.4% | +13.2% | +13.6% |
| 30D | +7.7% | +2.0% | +5.7% | +7.4% |
| 3M | +22.4% | -1.7% | +24.1% | +22.6% |
| 6M | +172.6% | +3.6% | +169.0% | +169.7% |
| YTD | +147.5% | +18.0% | +129.5% | +139.0% |
| 1Y | +151.8% | +26.2% | +125.6% | +141.0% |
| All | +269.4% | +148.1% | +121.3% | +240.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 3y: compounded portfolio wealth divided by compounded ETR 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…
3y analysis · Full analysis span regression · 6 months rolling