+249.2%
HPE vs SE
+194.4%
+54.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.1% | +6.6% | +7.5% |
| 7D | +10.1% | +0.6% | +9.5% | +10.0% |
| 30D | +5.3% | -0.1% | +5.4% | +4.8% |
| 3M | +12.7% | +34.1% | -21.5% | +5.1% |
| 6M | +167.7% | +23.2% | +144.4% | +151.8% |
| YTD | +135.5% | -11.2% | +146.6% | +138.5% |
| 1Y | +143.4% | -40.5% | +183.9% | +172.4% |
| 3Y | +249.2% | +196.3% | +52.9% | +196.6% |
| All | +249.2% | +194.4% | +54.8% | +196.6% |
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