+621.7%
HPE vs LIN
+433.2%
+188.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -3.9% |
| 7D | -0.6% | -2.1% | +1.5% | +0.8% |
| 30D | -2.3% | -2.4% | +0.1% | -1.0% |
| 3M | -2.9% | -5.6% | +2.7% | -0.3% |
| 6M | +143.6% | -3.4% | +147.0% | +145.3% |
| YTD | +118.5% | +13.1% | +105.4% | +97.9% |
| 1Y | +129.2% | +2.5% | +126.7% | +120.9% |
| 3Y | +212.5% | +27.6% | +184.9% | +159.3% |
| 5Y | +286.9% | +63.0% | +223.9% | +166.5% |
| 10Y | +432.3% | +359.3% | +73.1% | +73.0% |
| All | +621.7% | +433.2% | +188.6% | +103.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling