+666.4%
HPE vs NRG
+851.3%
-184.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.2% | -3.0% | -5.3% |
| 7D | +1.4% | -0.2% | +1.6% | +1.3% |
| 30D | +1.5% | -6.8% | +8.3% | +3.4% |
| 3M | +21.7% | -7.1% | +28.9% | +23.0% |
| 6M | +164.2% | -27.6% | +191.7% | +185.4% |
| YTD | +132.1% | -29.2% | +161.3% | +151.1% |
| 1Y | +130.6% | -29.9% | +160.5% | +149.2% |
| 3Y | +244.1% | +198.7% | +45.5% | +129.8% |
| 5Y | +340.8% | +192.9% | +147.9% | +189.7% |
| 10Y | +500.2% | +1,084.1% | -584.0% | +184.2% |
| All | +666.4% | +851.3% | -184.9% | +278.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling