+390.2%
HPE vs LIN
+418.8%
-28.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +3.9% | +4.3% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | -28.6% | +8.0% | -36.6% | -32.1% |
| 3M | -7.4% | +7.7% | -15.1% | -12.0% |
| 6M | +63.7% | +5.1% | +58.6% | +56.4% |
| YTD | +111.7% | +24.7% | +87.0% | +80.5% |
| 1Y | +123.5% | +25.1% | +98.4% | +89.8% |
| 3Y | +238.7% | +36.8% | +201.8% | +170.3% |
| 5Y | +261.0% | +67.9% | +193.2% | +147.7% |
| 10Y | +390.2% | +427.2% | -37.0% | +71.4% |
| All | +390.2% | +418.8% | -28.6% | +71.4% |
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