+1,587.5%
LITE vs HPE
+366.8%
+1,220.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.3% |
| 7D | -13.9% | -9.7% | -4.2% | -7.2% |
| 30D | -46.9% | -34.8% | -12.2% | -29.4% |
| 3M | -28.0% | -12.1% | -15.9% | -20.8% |
| 6M | -35.2% | +53.7% | -88.9% | -49.2% |
| YTD | +58.9% | +101.9% | -43.1% | +5.2% |
| 1Y | +125.3% | +104.3% | +21.0% | +48.8% |
| 3Y | +1,344.4% | +223.1% | +1,121.4% | +638.0% |
| 5Y | +541.2% | +249.2% | +292.0% | +209.8% |
| 10Y | +1,587.5% | +372.4% | +1,215.1% | +560.0% |
| All | +1,587.5% | +366.8% | +1,220.8% | +560.0% |
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 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