+232.7%
LITE vs HPE
+113.0%
+119.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -5.7% | -2.2% | -3.6% |
| 7D | -31.4% | -17.0% | -14.5% | -20.8% |
| 30D | -42.6% | -26.7% | -15.9% | -27.3% |
| 3M | -26.2% | -4.1% | -22.1% | -23.3% |
| 6M | -35.8% | +75.4% | -111.2% | -54.2% |
| YTD | +70.0% | +111.0% | -41.0% | +5.6% |
| 1Y | +232.7% | +116.4% | +116.3% | +102.0% |
| All | +232.7% | +113.0% | +119.7% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 1y: compounded portfolio wealth divided by compounded HPE 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…
1y analysis · Full analysis span regression · 6 months rolling