+621.7%
HPE vs EXC
+197.7%
+424.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.4% | -4.1% |
| 7D | -0.6% | +0.3% | -0.9% | -0.7% |
| 30D | -2.3% | -3.7% | +1.4% | -1.0% |
| 3M | -2.9% | -1.3% | -1.6% | -3.1% |
| 6M | +143.6% | -9.7% | +153.3% | +150.2% |
| YTD | +118.5% | +2.9% | +115.6% | +112.9% |
| 1Y | +129.2% | +4.4% | +124.8% | +121.6% |
| 3Y | +212.5% | +22.2% | +190.3% | +174.6% |
| 5Y | +286.9% | +46.7% | +240.2% | +205.7% |
| 10Y | +432.3% | +155.3% | +277.0% | +219.4% |
| All | +621.7% | +197.7% | +424.0% | +281.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling