+266.2%
HPE vs SN
+476.8%
-210.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.3% | +8.5% | +6.0% |
| 7D | +13.6% | -3.4% | +17.0% | +14.7% |
| 30D | +7.7% | -9.1% | +16.8% | +10.4% |
| 3M | +22.4% | +31.8% | -9.4% | +12.5% |
| 6M | +172.6% | +52.0% | +120.6% | +138.6% |
| YTD | +147.5% | +51.3% | +96.2% | +116.0% |
| 1Y | +151.8% | +46.9% | +104.9% | +120.6% |
| 3Y | +267.1% | +394.9% | -127.9% | +182.2% |
| All | +266.2% | +476.8% | -210.6% | +179.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling