+224.7%
HPE vs LEN
-25.9%
+250.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.8% | -3.7% |
| 7D | +7.9% | -5.8% | +13.6% | +8.9% |
| 30D | -23.5% | +13.7% | -37.2% | -26.1% |
| 3M | -19.1% | -3.9% | -15.2% | -19.0% |
| 6M | +51.4% | -0.4% | +51.8% | +49.3% |
| YTD | +103.4% | -16.8% | +120.3% | +108.7% |
| 1Y | +114.4% | -29.5% | +143.9% | +128.4% |
| 3Y | +224.7% | -25.6% | +250.3% | +205.7% |
| All | +224.7% | -25.9% | +250.5% | +205.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling