+116.4%
HPE vs LEN
-21.9%
+138.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +7.1% | -12.8% | -6.0% |
| 7D | -17.0% | +10.5% | -27.4% | -17.8% |
| 30D | -26.7% | +24.6% | -51.4% | -28.8% |
| 3M | -4.1% | +6.6% | -10.8% | -4.5% |
| 6M | +75.4% | +10.6% | +64.8% | +72.3% |
| YTD | +111.0% | -8.3% | +119.3% | +115.6% |
| 1Y | +116.4% | -22.5% | +139.0% | +122.8% |
| All | +116.4% | -21.9% | +138.3% | +122.8% |
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