+305.8%
HPE vs EXE
+165.2%
+140.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.6% | -4.0% |
| 7D | +7.9% | +5.3% | +2.5% | +6.4% |
| 30D | -23.5% | -2.2% | -21.3% | -23.0% |
| 3M | -19.1% | -5.9% | -13.2% | -17.9% |
| 6M | +51.4% | -5.7% | +57.1% | +52.9% |
| YTD | +103.4% | -17.8% | +121.3% | +112.6% |
| 1Y | +114.4% | -23.1% | +137.5% | +128.0% |
| 3Y | +224.7% | +21.2% | +203.5% | +202.7% |
| 5Y | +277.8% | +78.8% | +198.9% | +211.2% |
| All | +305.8% | +165.2% | +140.6% | +193.0% |
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