+489.7%
HPE vs EXEL
+386.3%
+103.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.5% | -4.7% | -6.0% |
| 7D | +1.4% | -2.9% | +4.3% | +1.9% |
| 30D | +1.5% | +11.9% | -10.3% | -0.4% |
| 3M | +21.7% | +9.2% | +12.5% | +19.7% |
| 6M | +164.2% | +39.1% | +125.1% | +148.6% |
| YTD | +132.1% | +31.0% | +101.0% | +120.0% |
| 1Y | +130.6% | +52.3% | +78.3% | +112.4% |
| 3Y | +244.1% | +159.7% | +84.4% | +182.5% |
| 5Y | +340.8% | +187.7% | +153.1% | +249.7% |
| All | +489.7% | +386.3% | +103.5% | +335.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling