+340.8%
HPE vs SITM
+176.0%
+164.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.1% | -8.4% | -6.7% |
| 7D | +1.4% | +4.8% | -3.4% | +0.3% |
| 30D | +1.5% | -9.7% | +11.3% | +3.3% |
| 3M | +21.7% | -9.3% | +31.1% | +22.1% |
| 6M | +164.2% | +69.5% | +94.7% | +129.5% |
| YTD | +132.1% | +70.5% | +61.5% | +99.3% |
| 1Y | +130.6% | +145.3% | -14.6% | +81.2% |
| 3Y | +244.1% | +432.8% | -188.7% | +119.2% |
| 5Y | +340.8% | +174.0% | +166.8% | +179.0% |
| All | +340.8% | +176.0% | +164.8% | +179.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling