+3,714.4%
LITE vs HPE
+457.3%
+3,257.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.3% | +4.8% |
| 7D | -35.9% | -18.7% | -17.2% | -26.5% |
| 30D | -51.5% | -37.9% | -13.6% | -34.6% |
| 3M | -35.7% | -14.4% | -21.3% | -28.6% |
| 6M | -43.0% | +48.2% | -91.2% | -53.5% |
| YTD | +46.1% | +88.6% | -42.5% | +3.7% |
| 1Y | +124.7% | +94.8% | +29.9% | +57.4% |
| 3Y | +1,172.1% | +202.7% | +969.4% | +610.4% |
| 5Y | +477.0% | +231.6% | +245.4% | +204.8% |
| 10Y | +1,465.7% | +361.9% | +1,103.8% | +605.0% |
| All | +3,714.4% | +457.3% | +3,257.1% | +1,479.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling