+276.2%
HPE vs EXEL
+281.2%
-5.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.6% |
| 7D | +7.9% | -0.8% | +8.7% | +8.0% |
| 30D | -23.5% | +13.1% | -36.6% | -24.7% |
| 3M | -19.1% | +36.3% | -55.4% | -22.5% |
| 6M | +51.4% | +34.5% | +16.9% | +44.8% |
| YTD | +103.4% | +57.4% | +46.0% | +89.0% |
| 1Y | +114.4% | +62.9% | +51.5% | +97.8% |
| 3Y | +224.7% | +229.5% | -4.8% | +157.6% |
| All | +276.2% | +281.2% | -5.0% | +183.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling