+246.3%
HPE vs LNG
+74.3%
+172.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.7% | -6.9% | -6.4% |
| 7D | +1.4% | -4.5% | +5.9% | +2.3% |
| 30D | +1.5% | +4.7% | -3.1% | 0.0% |
| 3M | +21.7% | +15.1% | +6.6% | +16.5% |
| 6M | +164.2% | +13.6% | +150.6% | +150.4% |
| YTD | +132.1% | +44.0% | +88.1% | +103.3% |
| 1Y | +130.6% | +18.4% | +112.3% | +115.5% |
| All | +246.3% | +74.3% | +172.1% | +205.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling