+269.4%
HPE vs S
+13.6%
+255.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.1% | +5.1% |
| 7D | +13.6% | -1.2% | +14.9% | +14.0% |
| 30D | +7.7% | -12.6% | +20.3% | +11.2% |
| 3M | +22.4% | +27.6% | -5.2% | +13.5% |
| 6M | +172.6% | +35.5% | +137.1% | +145.6% |
| YTD | +147.5% | +29.6% | +117.9% | +124.8% |
| 1Y | +151.8% | +8.1% | +143.7% | +139.5% |
| All | +269.4% | +13.6% | +255.8% | +216.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling