+444.3%
HPE vs SNAP
-77.0%
+521.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +4.0% | -10.2% | -6.7% |
| 7D | +1.4% | -3.2% | +4.6% | +1.8% |
| 30D | +1.5% | +0.2% | +1.4% | +1.3% |
| 3M | +21.7% | +2.6% | +19.1% | +20.6% |
| 6M | +164.2% | +12.4% | +151.7% | +157.3% |
| YTD | +132.1% | -31.6% | +163.6% | +138.9% |
| 1Y | +130.6% | -21.7% | +152.3% | +133.3% |
| 3Y | +244.1% | -41.2% | +285.3% | +249.1% |
| 5Y | +340.8% | -92.6% | +433.4% | +400.7% |
| All | +444.3% | -77.0% | +521.3% | +366.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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