+129.2%
HPE vs EXEL
+59.2%
+70.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.5% |
| 7D | -0.6% | +8.4% | -9.0% | -0.9% |
| 30D | -2.3% | +4.1% | -6.4% | -2.3% |
| 3M | -2.9% | +12.4% | -15.3% | -3.3% |
| 6M | +143.6% | +41.5% | +102.0% | +134.2% |
| YTD | +118.5% | +34.6% | +83.9% | +110.7% |
| 1Y | +129.2% | +57.9% | +71.3% | +113.4% |
| All | +129.2% | +59.2% | +70.0% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling