+343.8%
HPE vs SNAP
-92.9%
+436.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.7% | +8.5% | +7.8% |
| 7D | +10.1% | +1.5% | +8.6% | +10.0% |
| 30D | +5.3% | +1.9% | +3.4% | +4.8% |
| 3M | +12.7% | -3.9% | +16.6% | +12.5% |
| 6M | +167.7% | +5.2% | +162.4% | +162.3% |
| YTD | +135.5% | -32.7% | +168.2% | +143.7% |
| 1Y | +143.4% | -24.8% | +168.2% | +147.9% |
| 3Y | +249.2% | -42.2% | +291.3% | +256.7% |
| 5Y | +343.8% | -92.7% | +436.5% | +378.6% |
| All | +343.8% | -92.9% | +436.7% | +378.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling