+362.8%
HPE vs EXE
+100.7%
+262.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.7% | +5.5% |
| 7D | +13.6% | -2.7% | +16.4% | +14.5% |
| 30D | +7.7% | -0.4% | +8.1% | +7.7% |
| 3M | +22.4% | +9.5% | +12.9% | +19.1% |
| 6M | +172.6% | -9.3% | +181.9% | +178.8% |
| YTD | +147.5% | -10.9% | +158.4% | +153.5% |
| 1Y | +151.8% | +4.3% | +147.5% | +145.5% |
| 3Y | +267.1% | +18.8% | +248.2% | +243.8% |
| 5Y | +362.8% | +101.4% | +261.3% | +270.2% |
| All | +362.8% | +100.7% | +262.1% | +270.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling