+396.0%
HPE vs UL
+18.7%
+377.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.6% | +11.8% | +12.5% |
| 7D | +19.4% | -3.4% | +22.8% | +19.3% |
| 30D | +5.6% | +0.5% | +5.1% | +5.6% |
| 3M | +33.1% | +7.2% | +25.8% | +32.7% |
| 6M | +192.5% | -3.1% | +195.5% | +195.0% |
| YTD | +160.9% | -2.7% | +163.6% | +163.0% |
| 1Y | +155.0% | -10.2% | +165.2% | +159.5% |
| 3Y | +289.4% | +20.3% | +269.1% | +264.7% |
| All | +396.0% | +18.7% | +377.3% | +337.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 5y: compounded portfolio wealth divided by compounded UL 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…
5y analysis · Full analysis span regression · 6 months rolling