+562.5%
LITE vs HPE
+278.3%
+284.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.7% | -0.8% | -1.7% |
| 7D | +10.8% | +7.9% | +2.9% | +5.2% |
| 30D | -33.4% | -23.5% | -10.0% | -17.4% |
| 3M | -32.2% | -19.1% | -13.2% | -20.1% |
| 6M | -42.1% | +51.4% | -93.5% | -56.3% |
| YTD | +61.9% | +103.4% | -41.6% | -2.3% |
| 1Y | +163.0% | +114.4% | +48.6% | +53.3% |
| 3Y | +1,358.0% | +224.7% | +1,133.4% | +535.2% |
| All | +562.5% | +278.3% | +284.2% | +175.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling