+155.0%
HPE vs LEN
-41.0%
+195.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.2% | +10.3% | +12.0% |
| 7D | +19.4% | -4.8% | +24.2% | +20.3% |
| 30D | +5.6% | -6.6% | +12.2% | +6.7% |
| 3M | +33.1% | -15.7% | +48.7% | +37.1% |
| 6M | +192.5% | -16.6% | +209.1% | +198.0% |
| YTD | +160.9% | -21.3% | +182.3% | +169.7% |
| 1Y | +155.0% | -42.0% | +197.0% | +159.7% |
| All | +155.0% | -41.0% | +195.9% | +159.7% |
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