+381.3%
HPE vs SE
+589.8%
-208.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.4% |
| 7D | -0.6% | -6.1% | +5.5% | +0.2% |
| 30D | -2.3% | -2.5% | +0.2% | -2.2% |
| 3M | -2.9% | +21.7% | -24.6% | -5.7% |
| 6M | +143.6% | +27.0% | +116.6% | +133.7% |
| YTD | +118.5% | -12.1% | +130.7% | +119.5% |
| 1Y | +129.2% | -40.9% | +170.1% | +142.2% |
| 3Y | +212.5% | +191.0% | +21.5% | +169.5% |
| 5Y | +286.9% | -68.3% | +355.2% | +294.4% |
| All | +381.3% | +589.8% | -208.4% | +231.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling