+225.0%
HPE vs SN
+419.0%
-194.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.4% | -4.1% |
| 7D | -0.6% | -9.3% | +8.7% | +2.5% |
| 30D | -2.3% | -4.8% | +2.5% | -0.8% |
| 3M | -2.9% | +40.4% | -43.3% | -14.0% |
| 6M | +143.6% | +50.9% | +92.6% | +108.9% |
| YTD | +118.5% | +54.9% | +63.6% | +84.6% |
| 1Y | +129.2% | +43.0% | +86.2% | +98.2% |
| All | +225.0% | +419.0% | -194.0% | +120.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling