+365.5%
HPE vs SE
+358.6%
+6.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | +13.6% | -1.5% | +15.1% | +13.8% |
| 30D | -27.1% | -22.3% | -4.8% | -24.8% |
| 3M | -14.5% | -41.8% | +27.4% | -8.6% |
| 6M | +66.9% | -22.4% | +89.3% | +70.8% |
| YTD | +111.3% | -41.6% | +152.9% | +123.0% |
| 1Y | +117.5% | -48.0% | +165.5% | +132.8% |
| 3Y | +238.1% | +63.9% | +174.2% | +212.6% |
| 5Y | +292.4% | -78.2% | +370.6% | +319.3% |
| All | +365.5% | +358.6% | +6.9% | +236.9% |
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