+373.6%
HPE vs SNAP
-79.2%
+452.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | -9.7% | -10.6% | +0.8% | -8.5% |
| 30D | -34.8% | -19.7% | -15.0% | -33.1% |
| 3M | -12.1% | -6.5% | -5.6% | -11.8% |
| 6M | +53.7% | -17.8% | +71.5% | +55.8% |
| YTD | +101.9% | -38.0% | +140.0% | +110.0% |
| 1Y | +104.3% | -42.5% | +146.8% | +114.3% |
| 3Y | +223.1% | -55.8% | +278.9% | +237.2% |
| 5Y | +249.2% | -90.5% | +339.7% | +290.4% |
| All | +373.6% | -79.2% | +452.8% | +310.4% |
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