+388.5%
HPE vs LIN
+420.6%
-32.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.3% |
| 7D | +13.6% | +0.2% | +13.3% | +13.5% |
| 30D | -27.1% | +6.2% | -33.3% | -30.0% |
| 3M | -14.5% | +9.3% | -23.8% | -19.4% |
| 6M | +66.9% | +4.4% | +62.6% | +60.2% |
| YTD | +111.3% | +23.7% | +87.6% | +81.0% |
| 1Y | +117.5% | +23.5% | +94.0% | +86.1% |
| 3Y | +238.1% | +35.8% | +202.3% | +171.1% |
| 5Y | +292.4% | +65.9% | +226.5% | +171.3% |
| All | +388.5% | +420.6% | -32.1% | +69.7% |
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