+129.2%
HPE vs LEN
-37.1%
+166.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.3% |
| 7D | -0.6% | -3.2% | +2.6% | 0.0% |
| 30D | -2.3% | -4.9% | +2.6% | -1.5% |
| 3M | -2.9% | -8.5% | +5.6% | -1.5% |
| 6M | +143.6% | -20.7% | +164.2% | +149.1% |
| YTD | +118.5% | -17.4% | +135.9% | +124.1% |
| 1Y | +129.2% | -38.2% | +167.4% | +136.6% |
| All | +129.2% | -37.1% | +166.3% | +136.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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