+276.5%
HPE vs S
-48.9%
+325.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +8.0% | -1.9% | +5.0% |
| 7D | -7.1% | +1.6% | -8.7% | -7.3% |
| 30D | -35.3% | -10.5% | -24.8% | -34.2% |
| 3M | -10.4% | +9.9% | -20.4% | -11.9% |
| 6M | +52.5% | +41.8% | +10.7% | +44.2% |
| YTD | +100.3% | +56.8% | +43.5% | +85.7% |
| 1Y | +106.4% | +39.0% | +67.4% | +94.1% |
| 3Y | +227.4% | +53.8% | +173.6% | +203.9% |
| 5Y | +250.6% | -68.6% | +319.2% | +224.4% |
| All | +276.5% | -48.9% | +325.4% | +260.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling