+1,533.3%
LITE vs HPE
+381.7%
+1,151.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +6.2% | +4.5% | +6.8% |
| 7D | -12.9% | -7.1% | -5.8% | -7.8% |
| 30D | -46.0% | -35.3% | -10.7% | -27.7% |
| 3M | -33.0% | -10.4% | -22.6% | -27.2% |
| 6M | -34.0% | +52.5% | -86.5% | -48.0% |
| YTD | +61.7% | +100.3% | -38.5% | +7.7% |
| 1Y | +148.3% | +106.4% | +41.9% | +63.2% |
| 3Y | +1,408.5% | +227.4% | +1,181.1% | +666.1% |
| 5Y | +546.2% | +250.6% | +295.6% | +211.8% |
| 10Y | +1,533.3% | +365.4% | +1,168.0% | +542.2% |
| All | +1,533.3% | +381.7% | +1,151.6% | +542.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling