+365.4%
HPE vs LIN
+430.8%
-65.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.0% | +5.2% | +5.6% |
| 7D | -7.1% | +0.1% | -7.2% | -7.3% |
| 30D | -35.3% | +7.6% | -42.9% | -38.3% |
| 3M | -10.4% | +6.5% | -17.0% | -14.4% |
| 6M | +52.5% | +6.2% | +46.3% | +44.6% |
| YTD | +100.3% | +23.2% | +77.0% | +72.0% |
| 1Y | +106.4% | +25.4% | +81.0% | +74.8% |
| 3Y | +227.4% | +38.3% | +189.1% | +159.5% |
| 5Y | +250.6% | +64.4% | +186.2% | +143.8% |
| 10Y | +365.4% | +417.3% | -52.0% | +68.5% |
| All | +365.4% | +430.8% | -65.5% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 10y: compounded portfolio wealth divided by compounded LIN 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…
10y analysis · Full analysis span regression · 6 months rolling