+249.2%
HPE vs SM
-2.8%
+251.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.6% | +4.1% | +6.9% |
| 7D | +10.1% | -0.2% | +10.3% | +10.2% |
| 30D | +5.3% | +31.5% | -26.2% | -1.5% |
| 3M | +12.7% | +17.3% | -4.7% | +7.4% |
| 6M | +167.7% | +48.5% | +119.1% | +136.6% |
| YTD | +135.5% | +106.3% | +29.2% | +89.0% |
| 1Y | +143.4% | +47.3% | +96.1% | +113.5% |
| 3Y | +249.2% | -1.4% | +250.6% | +202.7% |
| All | +249.2% | -2.8% | +251.9% | +202.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling