+571.9%
HPE vs ETR
+390.9%
+181.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.7% |
| 7D | +7.9% | +1.2% | +6.7% | +7.5% |
| 30D | -23.5% | +7.0% | -30.5% | -25.3% |
| 3M | -19.1% | +4.6% | -23.7% | -20.3% |
| 6M | +51.4% | +0.1% | +51.3% | +50.9% |
| YTD | +103.4% | +23.2% | +80.3% | +87.3% |
| 1Y | +114.4% | +20.6% | +93.8% | +98.8% |
| 3Y | +224.7% | +156.3% | +68.4% | +123.6% |
| 5Y | +277.8% | +159.6% | +118.1% | +154.7% |
| 10Y | +371.1% | +377.1% | -6.0% | +154.5% |
| All | +571.9% | +390.9% | +181.1% | +235.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling