+677.7%
HPE vs ETR
+376.4%
+301.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.2% | +6.6% | +7.3% |
| 7D | +10.1% | +1.4% | +8.7% | +9.7% |
| 30D | +5.3% | +1.9% | +3.4% | +4.6% |
| 3M | +12.7% | +1.0% | +11.7% | +12.1% |
| 6M | +167.7% | +4.8% | +162.8% | +161.4% |
| YTD | +135.5% | +19.5% | +115.9% | +119.1% |
| 1Y | +143.4% | +28.1% | +115.3% | +120.9% |
| 3Y | +249.2% | +151.1% | +98.0% | +141.8% |
| 5Y | +343.8% | +125.2% | +218.7% | +216.6% |
| 10Y | +495.9% | +291.1% | +204.7% | +253.4% |
| All | +677.7% | +376.4% | +301.3% | +292.6% |
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