+621.7%
HPE vs LEN
+96.5%
+525.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.1% |
| 7D | -0.6% | -3.2% | +2.6% | +0.5% |
| 30D | -2.3% | -4.9% | +2.6% | -0.9% |
| 3M | -2.9% | -8.5% | +5.6% | -0.7% |
| 6M | +143.6% | -20.7% | +164.2% | +160.6% |
| YTD | +118.5% | -17.4% | +135.9% | +129.6% |
| 1Y | +129.2% | -38.2% | +167.4% | +164.1% |
| 3Y | +212.5% | -24.9% | +237.4% | +224.3% |
| 5Y | +286.9% | -11.4% | +298.4% | +265.7% |
| 10Y | +432.3% | +110.0% | +322.3% | +216.8% |
| All | +621.7% | +96.5% | +525.2% | +347.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling