+362.9%
HPE vs EXE
+188.3%
+174.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.3% | -6.5% | -6.3% |
| 7D | +1.4% | -2.2% | +3.6% | +2.0% |
| 30D | +1.5% | -0.8% | +2.3% | +1.6% |
| 3M | +21.7% | +10.0% | +11.7% | +18.2% |
| 6M | +164.2% | -6.3% | +170.5% | +167.7% |
| YTD | +132.1% | -10.7% | +142.7% | +137.5% |
| 1Y | +130.6% | +2.7% | +128.0% | +125.9% |
| 3Y | +244.1% | +19.1% | +225.0% | +221.6% |
| 5Y | +340.8% | +105.4% | +235.4% | +247.2% |
| All | +362.9% | +188.3% | +174.6% | +227.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling