+116.4%
HPE vs SE
-48.0%
+164.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +4.5% | -10.1% | -5.8% |
| 7D | -17.0% | +6.7% | -23.6% | -17.2% |
| 30D | -26.7% | -17.2% | -9.5% | -26.1% |
| 3M | -4.1% | -28.0% | +23.9% | -3.1% |
| 6M | +75.4% | -6.1% | +81.5% | +72.2% |
| YTD | +111.0% | -37.1% | +148.2% | +119.4% |
| 1Y | +116.4% | -48.8% | +165.2% | +136.3% |
| All | +116.4% | -48.0% | +164.5% | +136.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling