+540.2%
HPE vs EXC
+152.4%
+387.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.7% | +5.3% |
| 7D | +13.6% | +0.3% | +13.3% | +13.6% |
| 30D | +7.7% | -0.9% | +8.6% | +8.1% |
| 3M | +22.4% | -2.7% | +25.1% | +22.9% |
| 6M | +172.6% | -9.4% | +182.0% | +179.5% |
| YTD | +147.5% | +3.0% | +144.5% | +141.2% |
| 1Y | +151.8% | +5.1% | +146.6% | +143.0% |
| 3Y | +267.1% | +20.6% | +246.5% | +225.5% |
| 5Y | +362.8% | +45.7% | +317.0% | +268.1% |
| 10Y | +540.2% | +160.8% | +379.3% | +307.9% |
| All | +540.2% | +152.4% | +387.8% | +307.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling