+563.1%
HPE vs NRG
+1,083.9%
-520.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.6% | +10.8% | +11.9% |
| 7D | +19.4% | -4.7% | +24.1% | +21.3% |
| 30D | +5.6% | -6.0% | +11.6% | +7.4% |
| 3M | +33.1% | -8.0% | +41.0% | +34.9% |
| 6M | +192.5% | -23.2% | +215.6% | +211.7% |
| YTD | +160.9% | -28.1% | +189.0% | +182.5% |
| 1Y | +155.0% | -27.3% | +182.2% | +173.6% |
| 3Y | +289.4% | +208.7% | +80.7% | +144.8% |
| 5Y | +395.7% | +197.7% | +198.0% | +207.6% |
| All | +563.1% | +1,083.9% | -520.8% | +212.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 10y: compounded portfolio wealth divided by compounded NRG 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…
10y analysis · Full analysis span regression · 6 months rolling