+227.4%
HPE vs EXC
+28.9%
+198.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.1% | +6.2% |
| 7D | -7.1% | -1.7% | -5.4% | -7.5% |
| 30D | -35.3% | +9.3% | -44.6% | -33.5% |
| 3M | -10.4% | +1.0% | -11.5% | -9.9% |
| 6M | +52.5% | +5.9% | +46.5% | +55.2% |
| YTD | +100.3% | +7.6% | +92.7% | +104.8% |
| 1Y | +106.4% | +2.4% | +104.0% | +109.8% |
| 3Y | +227.4% | +30.2% | +197.1% | +236.0% |
| All | +227.4% | +28.9% | +198.5% | +236.0% |
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