+2,627.7%
HPQ vs ENB
+11,386.8%
-8,759.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | +3.2% | +3.1% | 0.0% | +2.3% |
| 30D | -3.6% | +2.1% | -5.7% | -4.3% |
| 3M | -5.3% | -4.4% | -0.9% | -4.2% |
| 6M | +41.1% | -10.1% | +51.2% | +45.0% |
| YTD | +36.9% | +5.2% | +31.7% | +34.1% |
| 1Y | +23.5% | +4.2% | +19.3% | +21.2% |
| 3Y | +19.6% | +70.1% | -50.5% | +1.1% |
| 5Y | +11.4% | +59.4% | -48.0% | -4.0% |
| 10Y | +160.6% | +109.5% | +51.1% | +105.2% |
| All | +2,627.7% | +11,386.8% | -8,759.1% | +1,449.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling