+310.8%
HPE vs S
-56.8%
+367.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.4% | -4.9% | -4.5% |
| 7D | -0.6% | -7.7% | +7.1% | +0.5% |
| 30D | -2.3% | -5.3% | +3.0% | -1.7% |
| 3M | -2.9% | +20.3% | -23.1% | -5.6% |
| 6M | +143.6% | +47.4% | +96.2% | +128.7% |
| YTD | +118.5% | +32.5% | +86.0% | +107.9% |
| 1Y | +129.2% | +9.5% | +119.7% | +123.1% |
| 3Y | +212.5% | +15.5% | +197.0% | +200.1% |
| 5Y | +286.9% | -71.2% | +358.1% | +271.4% |
| All | +310.8% | -56.8% | +367.6% | +302.9% |
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