+396.0%
HPE vs LNG
+228.1%
+167.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.2% | +12.3% | +12.4% |
| 7D | +19.4% | -4.7% | +24.1% | +20.6% |
| 30D | +5.6% | +3.8% | +1.8% | +4.3% |
| 3M | +33.1% | +16.2% | +16.9% | +27.3% |
| 6M | +192.5% | +11.7% | +180.8% | +180.6% |
| YTD | +160.9% | +44.2% | +116.7% | +133.0% |
| 1Y | +155.0% | +18.6% | +136.4% | +140.2% |
| 3Y | +289.4% | +77.4% | +212.0% | +230.9% |
| All | +396.0% | +228.1% | +167.9% | +243.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling