+249.2%
HPE vs EXC
+21.1%
+228.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.7% | +7.0% | +7.9% |
| 7D | +10.1% | +1.2% | +8.9% | +10.4% |
| 30D | +5.3% | -2.7% | +8.0% | +4.5% |
| 3M | +12.7% | -1.0% | +13.6% | +12.4% |
| 6M | +167.7% | -9.3% | +176.9% | +163.5% |
| YTD | +135.5% | +3.6% | +131.8% | +137.1% |
| 1Y | +143.4% | +5.9% | +137.5% | +146.1% |
| 3Y | +249.2% | +21.3% | +227.9% | +249.2% |
| All | +249.2% | +21.1% | +228.1% | +249.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling