+514.5%
HPE vs LIN
+481.9%
+32.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.7% | -11.2% | -11.4% |
| 7D | -25.0% | +3.6% | -28.6% | -26.8% |
| 30D | -37.3% | +6.4% | -43.7% | -40.0% |
| 3M | -16.8% | +6.5% | -23.3% | -20.6% |
| 6M | +47.8% | +4.9% | +42.9% | +41.1% |
| YTD | +86.0% | +23.4% | +62.6% | +58.8% |
| 1Y | +89.6% | +26.3% | +63.3% | +58.9% |
| 3Y | +198.2% | +38.0% | +160.2% | +134.7% |
| 5Y | +227.1% | +68.0% | +159.1% | +121.2% |
| 10Y | +355.6% | +437.1% | -81.5% | +31.1% |
| All | +514.5% | +481.9% | +32.5% | +62.9% |
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