+717.5%
HPE vs SIRI
-9.2%
+726.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +5.4% |
| 7D | +13.6% | -3.9% | +17.5% | +14.9% |
| 30D | +7.7% | -0.8% | +8.6% | +7.9% |
| 3M | +22.4% | +4.3% | +18.1% | +20.1% |
| 6M | +172.6% | +34.1% | +138.5% | +147.7% |
| YTD | +147.5% | +47.3% | +100.2% | +117.9% |
| 1Y | +151.8% | +22.9% | +128.9% | +133.1% |
| 3Y | +267.1% | -24.6% | +291.6% | +268.0% |
| 5Y | +362.8% | -43.2% | +405.9% | +372.3% |
| 10Y | +540.2% | -12.3% | +552.5% | +353.6% |
| All | +717.5% | -9.2% | +726.7% | +455.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling