+248.4%
HPE vs SN
+496.6%
-248.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.0% | +6.7% | +7.5% |
| 7D | +10.1% | +0.1% | +10.0% | +10.1% |
| 30D | +5.3% | -5.6% | +10.9% | +6.9% |
| 3M | +12.7% | +48.1% | -35.4% | 0.0% |
| 6M | +167.7% | +57.6% | +110.0% | +132.1% |
| YTD | +135.5% | +56.5% | +78.9% | +103.7% |
| 1Y | +143.4% | +52.6% | +90.8% | +111.1% |
| 3Y | +249.2% | +412.0% | -162.8% | +166.1% |
| All | +248.4% | +496.6% | -248.3% | +163.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling