+666.4%
HPE vs SCHG
+471.1%
+195.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.8% | -5.9% |
| 7D | +1.4% | -2.7% | +4.2% | +4.0% |
| 30D | +1.5% | -2.2% | +3.8% | +3.7% |
| 3M | +21.7% | +6.2% | +15.6% | +15.3% |
| 6M | +164.2% | +13.4% | +150.8% | +136.4% |
| YTD | +132.1% | +7.1% | +124.9% | +119.0% |
| 1Y | +130.6% | +12.5% | +118.1% | +108.8% |
| 3Y | +244.1% | +86.2% | +157.9% | +103.9% |
| 5Y | +340.8% | +83.9% | +256.9% | +156.8% |
| 10Y | +500.2% | +451.3% | +48.9% | -10.4% |
| All | +666.4% | +471.1% | +195.3% | +10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling