+303.8%
HPE vs NET
+1,381.0%
-1,077.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.6% | -3.1% | -5.3% |
| 7D | -17.0% | -16.4% | -0.6% | -14.8% |
| 30D | -26.7% | -25.8% | -0.9% | -23.6% |
| 3M | -4.1% | -11.5% | +7.4% | -2.7% |
| 6M | +75.4% | +18.9% | +56.5% | +70.7% |
| YTD | +111.0% | +35.2% | +75.8% | +100.7% |
| 1Y | +116.4% | +14.5% | +102.0% | +109.9% |
| 3Y | +238.2% | +313.8% | -75.6% | +186.1% |
| 5Y | +275.7% | +32.6% | +243.1% | +211.0% |
| All | +303.8% | +1,381.0% | -1,077.2% | +203.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling