+677.7%
HPE vs HL
+761.7%
-84.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.1% | +8.8% | +7.9% |
| 7D | +10.1% | +7.1% | +3.1% | +9.3% |
| 30D | +5.3% | +21.4% | -16.2% | +2.8% |
| 3M | +12.7% | +37.4% | -24.8% | +8.4% |
| 6M | +167.7% | +0.4% | +167.3% | +165.0% |
| YTD | +135.5% | +6.7% | +128.8% | +129.9% |
| 1Y | +143.4% | +102.4% | +41.0% | +120.4% |
| 3Y | +249.2% | +417.4% | -168.2% | +178.3% |
| 5Y | +343.8% | +243.3% | +100.5% | +259.1% |
| 10Y | +495.9% | +242.6% | +253.3% | +344.6% |
| All | +677.7% | +761.7% | -84.1% | +424.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling