+116.4%
HPE vs SN
+156.5%
-40.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +4.1% | -9.8% | -6.1% |
| 7D | -17.0% | +10.6% | -27.6% | -18.1% |
| 30D | -26.7% | +20.0% | -46.7% | -28.6% |
| 3M | -4.1% | +30.4% | -34.5% | -7.7% |
| 6M | +75.4% | +91.0% | -15.6% | +53.8% |
| YTD | +111.0% | +95.9% | +15.1% | +79.8% |
| 1Y | +116.4% | +158.9% | -42.4% | +61.5% |
| All | +116.4% | +156.5% | -40.0% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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