+563.1%
HPE vs SIRI
-10.2%
+573.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.9% | +11.5% | +12.2% |
| 7D | +19.4% | +0.6% | +18.9% | +19.2% |
| 30D | +5.6% | +2.5% | +3.1% | +4.8% |
| 3M | +33.1% | +6.6% | +26.4% | +30.0% |
| 6M | +192.5% | +32.9% | +159.6% | +168.0% |
| YTD | +160.9% | +50.5% | +110.5% | +130.1% |
| 1Y | +155.0% | +28.0% | +127.0% | +134.6% |
| 3Y | +289.4% | -22.4% | +311.8% | +287.3% |
| 5Y | +395.7% | -41.3% | +436.9% | +400.6% |
| All | +563.1% | -10.2% | +573.3% | +468.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling