+563.1%
HPE vs SCHG
+459.0%
+104.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.9% | +11.6% | +11.7% |
| 7D | +19.4% | -1.0% | +20.4% | +20.5% |
| 30D | +5.6% | -1.3% | +6.9% | +6.9% |
| 3M | +33.1% | +5.4% | +27.6% | +27.1% |
| 6M | +192.5% | +14.4% | +178.0% | +160.7% |
| YTD | +160.9% | +8.0% | +152.9% | +145.1% |
| 1Y | +155.0% | +12.7% | +142.2% | +131.4% |
| 3Y | +289.4% | +85.6% | +203.8% | +136.7% |
| 5Y | +395.7% | +85.5% | +310.1% | +193.8% |
| All | +563.1% | +459.0% | +104.1% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 10y: compounded portfolio wealth divided by compounded SCHG 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…
10y analysis · Full analysis span regression · 6 months rolling