+123.0%
HPE vs SNDQ
-95.1%
+218.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNDQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +6.8% | +5.6% | +13.0% |
| 7D | +19.4% | +11.6% | +7.8% | +20.6% |
| 30D | +5.6% | -45.1% | +50.7% | +1.2% |
| 3M | +33.1% | -68.6% | +101.7% | +33.0% |
| All | +123.0% | -95.1% | +218.0% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDQ.
Daily Out/Under-Performance
Portfolio return minus SNDQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDQ 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 all: compounded portfolio wealth divided by compounded SNDQ 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…
all analysis · Full analysis span regression · Available span rolling