+563.1%
HPE vs LNG
+562.2%
+0.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.2% | +12.3% | +12.4% |
| 7D | +19.4% | -4.7% | +24.1% | +21.0% |
| 30D | +5.6% | +3.8% | +1.8% | +4.0% |
| 3M | +33.1% | +16.2% | +16.9% | +25.8% |
| 6M | +192.5% | +11.7% | +180.8% | +177.9% |
| YTD | +160.9% | +44.2% | +116.7% | +127.5% |
| 1Y | +155.0% | +18.6% | +136.4% | +137.1% |
| 3Y | +289.4% | +77.4% | +212.0% | +212.8% |
| 5Y | +395.7% | +232.3% | +163.4% | +205.4% |
| All | +563.1% | +562.2% | +0.9% | +222.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling