+116.4%
HPE vs NET
+11.0%
+105.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.6% | -3.1% | -4.9% |
| 7D | -17.0% | -16.4% | -0.6% | -12.3% |
| 30D | -26.7% | -25.8% | -0.9% | -20.1% |
| 3M | -4.1% | -11.5% | +7.4% | -0.9% |
| 6M | +75.4% | +18.9% | +56.5% | +65.5% |
| YTD | +111.0% | +35.2% | +75.8% | +89.7% |
| 1Y | +116.4% | +14.5% | +102.0% | +111.5% |
| All | +116.4% | +11.0% | +105.5% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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