+717.5%
HPE vs LNG
+514.1%
+203.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.2% | +5.1% |
| 7D | +13.6% | -6.7% | +20.4% | +15.9% |
| 30D | +7.7% | +3.9% | +3.9% | +6.0% |
| 3M | +22.4% | +15.5% | +6.9% | +15.8% |
| 6M | +172.6% | +10.5% | +162.1% | +159.9% |
| YTD | +147.5% | +43.0% | +104.6% | +116.2% |
| 1Y | +151.8% | +18.9% | +132.9% | +133.7% |
| 3Y | +267.1% | +74.7% | +192.4% | +195.7% |
| 5Y | +362.8% | +231.2% | +131.5% | +185.5% |
| 10Y | +540.2% | +544.5% | -4.3% | +192.4% |
| All | +717.5% | +514.1% | +203.4% | +252.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling