+370.2%
HPE vs ETR
+126.1%
+244.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.4% | +5.4% |
| 7D | +13.6% | +0.4% | +13.2% | +13.6% |
| 30D | +7.7% | +2.0% | +5.7% | +7.2% |
| 3M | +22.4% | -1.7% | +24.1% | +22.7% |
| 6M | +172.6% | +3.6% | +169.0% | +168.7% |
| YTD | +147.5% | +18.0% | +129.5% | +135.7% |
| 1Y | +151.8% | +26.2% | +125.6% | +135.9% |
| 3Y | +267.1% | +148.0% | +119.1% | +186.7% |
| All | +370.2% | +126.1% | +244.1% | +260.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling