+224.7%
HPE vs SM
-3.9%
+228.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.7% |
| 7D | +7.9% | +9.4% | -1.5% | +5.6% |
| 30D | -23.5% | -14.4% | -9.1% | -21.0% |
| 3M | -19.1% | +1.6% | -20.6% | -20.3% |
| 6M | +51.4% | +6.3% | +45.1% | +45.7% |
| YTD | +103.4% | +78.8% | +24.7% | +65.3% |
| 1Y | +114.4% | +83.1% | +31.3% | +72.6% |
| 3Y | +224.7% | -5.9% | +230.6% | +176.8% |
| All | +224.7% | -3.9% | +228.6% | +176.8% |
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