+129.2%
HPE vs SM
+36.8%
+92.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.1% | -1.4% | -4.2% |
| 7D | -0.6% | -0.5% | -0.1% | -0.6% |
| 30D | -2.3% | +25.6% | -27.9% | -4.6% |
| 3M | -2.9% | +8.0% | -10.9% | -3.1% |
| 6M | +143.6% | +50.8% | +92.8% | +126.9% |
| YTD | +118.5% | +97.9% | +20.6% | +94.8% |
| 1Y | +129.2% | +33.8% | +95.4% | +109.7% |
| All | +129.2% | +36.8% | +92.4% | +109.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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