+38.6%
HPQ vs ENB
+68.4%
-29.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.2% |
| 7D | +2.2% | -0.3% | +2.6% | +2.3% |
| 30D | +9.7% | -1.1% | +10.8% | +10.2% |
| 3M | +32.7% | -8.5% | +41.2% | +37.5% |
| 6M | +77.7% | -4.5% | +82.3% | +80.2% |
| YTD | +51.0% | +9.1% | +41.9% | +43.5% |
| 1Y | +18.4% | +8.0% | +10.4% | +12.9% |
| 3Y | +25.6% | +77.8% | -52.3% | -11.8% |
| 5Y | +38.6% | +69.4% | -30.7% | +2.7% |
| All | +38.6% | +68.4% | -29.8% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling