+223.1%
HPE vs SE
+74.0%
+149.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.1% |
| 7D | -9.7% | 0.0% | -9.8% | -9.7% |
| 30D | -34.8% | -19.4% | -15.4% | -32.2% |
| 3M | -12.1% | -33.1% | +21.0% | -6.0% |
| 6M | +53.7% | -11.4% | +65.2% | +53.3% |
| YTD | +101.9% | -39.8% | +141.7% | +119.5% |
| 1Y | +104.3% | -50.5% | +154.8% | +133.3% |
| 3Y | +223.1% | +68.9% | +154.2% | +203.6% |
| All | +223.1% | +74.0% | +149.1% | +203.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling