+116.4%
HPE vs LNG
+42.0%
+74.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -6.2% | +0.5% | -5.5% |
| 7D | -17.0% | -1.9% | -15.0% | -16.5% |
| 30D | -26.7% | +6.2% | -32.9% | -26.1% |
| 3M | -4.1% | +13.7% | -17.9% | -4.1% |
| 6M | +75.4% | +7.5% | +67.9% | +76.3% |
| YTD | +111.0% | +51.3% | +59.7% | +98.4% |
| 1Y | +116.4% | +42.6% | +73.8% | +100.8% |
| All | +116.4% | +42.0% | +74.5% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 1y: compounded portfolio wealth divided by compounded LNG 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…
1y analysis · Full analysis span regression · 6 months rolling