+362.8%
HPE vs SM
+119.2%
+243.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +5.0% |
| 7D | +13.6% | -0.2% | +13.9% | +13.7% |
| 30D | +7.7% | +20.3% | -12.6% | +3.2% |
| 3M | +22.4% | +22.9% | -0.5% | +15.5% |
| 6M | +172.6% | +47.8% | +124.8% | +144.1% |
| YTD | +147.5% | +107.5% | +40.1% | +103.7% |
| 1Y | +151.8% | +51.7% | +100.1% | +121.7% |
| 3Y | +267.1% | -0.9% | +267.9% | +239.3% |
| 5Y | +362.8% | +112.2% | +250.5% | +243.8% |
| All | +362.8% | +119.2% | +243.5% | +243.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling