+155.0%
HPE vs SIRI
+28.0%
+126.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.9% | +11.5% | +12.3% |
| 7D | +19.4% | +0.6% | +18.9% | +19.3% |
| 30D | +5.6% | +2.5% | +3.1% | +5.2% |
| 3M | +33.1% | +6.6% | +26.4% | +29.7% |
| 6M | +192.5% | +32.9% | +159.6% | +163.4% |
| YTD | +160.9% | +50.5% | +110.5% | +124.2% |
| 1Y | +155.0% | +28.0% | +127.0% | +125.5% |
| All | +155.0% | +28.0% | +126.9% | +125.5% |
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