+155.0%
HPE vs HL
+82.6%
+72.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.2% | +13.6% | +12.6% |
| 7D | +19.4% | -4.4% | +23.8% | +20.2% |
| 30D | +5.6% | +9.3% | -3.7% | +4.2% |
| 3M | +33.1% | +32.0% | +1.1% | +27.5% |
| 6M | +192.5% | -6.4% | +198.9% | +187.4% |
| YTD | +160.9% | +3.1% | +157.8% | +153.7% |
| 1Y | +155.0% | +77.6% | +77.4% | +128.2% |
| All | +155.0% | +82.6% | +72.3% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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