+63.7%
HPE vs EXC
+5.4%
+58.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.7% | +5.0% |
| 7D | +0.3% | -1.4% | +1.7% | -0.7% |
| 30D | -28.6% | +8.3% | -36.8% | -24.6% |
| 3M | -7.4% | +2.6% | -10.0% | -5.5% |
| 6M | +63.7% | +5.2% | +58.5% | +71.2% |
| All | +63.7% | +5.4% | +58.2% | +71.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling