+346.8%
HPE vs SITM
+4,789.7%
-4,442.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +5.5% | +6.9% | +11.5% |
| 7D | +19.4% | +3.9% | +15.6% | +18.6% |
| 30D | +5.6% | -6.6% | +12.2% | +6.6% |
| 3M | +33.1% | -11.9% | +44.9% | +34.2% |
| 6M | +192.5% | +81.1% | +111.3% | +157.9% |
| YTD | +160.9% | +80.0% | +80.9% | +128.4% |
| 1Y | +155.0% | +145.8% | +9.1% | +109.5% |
| 3Y | +289.4% | +475.9% | -186.5% | +167.4% |
| 5Y | +395.7% | +189.2% | +206.4% | +243.8% |
| All | +346.8% | +4,789.7% | -4,442.9% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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