+213.2%
HPE vs SN
+673.1%
-459.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.7% | +4.8% |
| 7D | +0.3% | +3.5% | -3.2% | -0.5% |
| 30D | -28.6% | +19.4% | -48.0% | -31.9% |
| 3M | -7.4% | +20.9% | -28.3% | -12.3% |
| 6M | +63.7% | +111.1% | -47.4% | +31.3% |
| YTD | +111.7% | +102.8% | +8.9% | +70.3% |
| 1Y | +123.5% | +146.2% | -22.7% | +69.5% |
| 3Y | +238.7% | +441.4% | -202.7% | +139.0% |
| All | +213.2% | +673.1% | -459.9% | +120.3% |
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