+51.4%
HPE vs EXE
-6.5%
+57.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.6% | -3.8% |
| 7D | +7.9% | +5.3% | +2.5% | +7.4% |
| 30D | -23.5% | -2.2% | -21.3% | -23.7% |
| 3M | -19.1% | -5.9% | -13.2% | -19.9% |
| 6M | +51.4% | -5.7% | +57.1% | +48.9% |
| All | +51.4% | -6.5% | +57.9% | +48.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling