+129.2%
HPE vs SMR
-76.3%
+205.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.4% |
| 7D | -0.6% | +4.4% | -5.0% | -1.3% |
| 30D | -2.3% | +3.4% | -5.7% | -3.2% |
| 3M | -2.9% | -19.2% | +16.3% | -1.0% |
| 6M | +143.6% | -22.6% | +166.2% | +147.7% |
| YTD | +118.5% | -31.5% | +150.1% | +122.4% |
| 1Y | +129.2% | -73.1% | +202.3% | +157.5% |
| All | +129.2% | -76.3% | +205.5% | +157.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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