+343.8%
HPE vs SE
-67.4%
+411.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.1% | +6.6% | +7.6% |
| 7D | +10.1% | +0.6% | +9.5% | +10.1% |
| 30D | +5.3% | -0.1% | +5.4% | +5.0% |
| 3M | +12.7% | +34.1% | -21.5% | +7.3% |
| 6M | +167.7% | +23.2% | +144.4% | +156.7% |
| YTD | +135.5% | -11.2% | +146.6% | +136.4% |
| 1Y | +143.4% | -40.5% | +183.9% | +159.3% |
| 3Y | +249.2% | +196.3% | +52.9% | +198.8% |
| 5Y | +343.8% | -67.0% | +410.9% | +306.5% |
| All | +343.8% | -67.4% | +411.3% | +306.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling