+151.8%
HPE vs S
+5.0%
+146.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.1% | +5.1% |
| 7D | +13.6% | -1.2% | +14.9% | +13.9% |
| 30D | +7.7% | -12.6% | +20.3% | +10.8% |
| 3M | +22.4% | +27.6% | -5.2% | +15.8% |
| 6M | +172.6% | +35.5% | +137.1% | +150.5% |
| YTD | +147.5% | +29.6% | +117.9% | +126.9% |
| 1Y | +151.8% | +8.1% | +143.7% | +141.7% |
| All | +151.8% | +5.0% | +146.8% | +141.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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