+370.2%
HPE vs LEN
-10.5%
+380.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +5.0% |
| 7D | +13.6% | -3.4% | +17.0% | +14.7% |
| 30D | +7.7% | -5.7% | +13.4% | +9.2% |
| 3M | +22.4% | -12.2% | +34.6% | +26.1% |
| 6M | +172.6% | -18.3% | +190.9% | +186.1% |
| YTD | +147.5% | -20.2% | +167.7% | +160.6% |
| 1Y | +151.8% | -40.1% | +191.8% | +187.4% |
| 3Y | +267.1% | -26.2% | +293.2% | +274.6% |
| All | +370.2% | -10.5% | +380.7% | +324.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling