+362.8%
HPE vs EXEL
+194.6%
+168.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.0% | +5.0% |
| 7D | +13.6% | -0.3% | +14.0% | +13.7% |
| 30D | +7.7% | +10.1% | -2.4% | +6.2% |
| 3M | +22.4% | +10.1% | +12.3% | +20.5% |
| 6M | +172.6% | +37.7% | +134.9% | +158.4% |
| YTD | +147.5% | +33.1% | +114.4% | +135.4% |
| 1Y | +151.8% | +52.4% | +99.4% | +133.5% |
| 3Y | +267.1% | +163.8% | +103.2% | +203.8% |
| 5Y | +362.8% | +198.5% | +164.2% | +260.8% |
| All | +362.8% | +194.6% | +168.2% | +260.8% |
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 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