+217.2%
HPQ vs ENB
+94.4%
+122.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.9% | +2.9% |
| 7D | +3.5% | -4.6% | +8.1% | +5.7% |
| 30D | +13.7% | -5.2% | +18.9% | +16.5% |
| 3M | +33.9% | -13.4% | +47.2% | +43.0% |
| 6M | +80.9% | -7.8% | +88.7% | +86.8% |
| YTD | +52.6% | +4.9% | +47.7% | +47.3% |
| 1Y | +21.2% | +3.2% | +18.0% | +17.8% |
| 3Y | +26.9% | +71.0% | -44.1% | -6.9% |
| 5Y | +41.1% | +64.0% | -22.9% | +5.8% |
| All | +217.2% | +94.4% | +122.8% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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