+129.2%
HPE vs SIRI
+28.3%
+100.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.6% | -1.9% | -4.1% |
| 7D | -0.6% | +1.6% | -2.2% | -0.8% |
| 30D | -2.3% | -4.7% | +2.4% | -1.6% |
| 3M | -2.9% | +5.3% | -8.1% | -4.9% |
| 6M | +143.6% | +30.5% | +113.1% | +120.9% |
| YTD | +118.5% | +49.6% | +68.9% | +88.9% |
| 1Y | +129.2% | +28.5% | +100.7% | +104.6% |
| All | +129.2% | +28.3% | +100.9% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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