+621.7%
HPE vs EXEL
+917.4%
-295.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.4% |
| 7D | -0.6% | +8.4% | -9.0% | -2.0% |
| 30D | -2.3% | +4.1% | -6.4% | -3.1% |
| 3M | -2.9% | +12.4% | -15.3% | -5.1% |
| 6M | +143.6% | +41.5% | +102.0% | +127.5% |
| YTD | +118.5% | +34.6% | +83.9% | +105.5% |
| 1Y | +129.2% | +57.9% | +71.3% | +108.5% |
| 3Y | +212.5% | +159.5% | +53.0% | +153.0% |
| 5Y | +286.9% | +198.5% | +88.4% | +199.7% |
| 10Y | +432.3% | +411.4% | +21.0% | +234.7% |
| All | +621.7% | +917.4% | -295.7% | +265.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling