+114.4%
HPE vs EXC
+3.6%
+110.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.1% | -2.9% |
| 7D | +7.9% | +1.4% | +6.5% | +8.9% |
| 30D | -23.5% | +8.6% | -32.1% | -19.4% |
| 3M | -19.1% | +2.4% | -21.5% | -17.6% |
| 6M | +51.4% | +6.5% | +44.9% | +57.4% |
| YTD | +103.4% | +9.0% | +94.4% | +117.9% |
| 1Y | +114.4% | +4.6% | +109.8% | +127.1% |
| All | +114.4% | +3.6% | +110.8% | +127.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling