+117.5%
HPE vs SE
-48.7%
+166.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | +13.6% | -1.5% | +15.1% | +13.6% |
| 30D | -27.1% | -22.3% | -4.8% | -26.5% |
| 3M | -14.5% | -41.8% | +27.4% | -12.9% |
| 6M | +66.9% | -22.4% | +89.3% | +66.8% |
| YTD | +111.3% | -41.6% | +152.9% | +116.9% |
| 1Y | +117.5% | -48.0% | +165.5% | +122.7% |
| All | +117.5% | -48.7% | +166.2% | +122.7% |
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