+411.1%
HPE vs SE
+562.7%
-151.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.9% | -5.3% | -6.1% |
| 7D | +1.4% | -4.8% | +6.2% | +2.1% |
| 30D | +1.5% | -18.1% | +19.7% | +4.1% |
| 3M | +21.7% | +30.6% | -8.9% | +17.0% |
| 6M | +164.2% | +20.8% | +143.4% | +155.2% |
| YTD | +132.1% | -15.6% | +147.6% | +134.3% |
| 1Y | +130.6% | -44.2% | +174.9% | +145.6% |
| 3Y | +244.1% | +181.5% | +62.6% | +198.1% |
| 5Y | +340.8% | -66.9% | +407.7% | +347.7% |
| All | +411.1% | +562.7% | -151.6% | +253.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling