+224.7%
HPE vs SN
+440.0%
-215.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.8% | -6.6% | -4.6% |
| 7D | +7.9% | +1.5% | +6.3% | +7.3% |
| 30D | -23.5% | +21.5% | -45.0% | -28.4% |
| 3M | -19.1% | +20.0% | -39.1% | -24.2% |
| 6M | +51.4% | +119.9% | -68.5% | +13.2% |
| YTD | +103.4% | +102.3% | +1.1% | +54.6% |
| 1Y | +114.4% | +148.0% | -33.6% | +50.1% |
| 3Y | +224.7% | +450.0% | -225.3% | +96.0% |
| All | +224.7% | +440.0% | -215.3% | +96.0% |
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