+215.5%
HPE vs LIN
+27.3%
+188.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.1% |
| 7D | -0.6% | -2.1% | +1.5% | +0.4% |
| 30D | -2.3% | -2.4% | +0.1% | -1.3% |
| 3M | -2.9% | -5.6% | +2.7% | -1.3% |
| 6M | +143.6% | -3.4% | +147.0% | +143.3% |
| YTD | +118.5% | +13.1% | +105.4% | +96.8% |
| 1Y | +129.2% | +2.5% | +126.7% | +121.7% |
| All | +215.5% | +27.3% | +188.2% | +167.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling