+289.4%
HPE vs SNY
-9.6%
+299.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.1% | +12.3% | +12.4% |
| 7D | +19.4% | -3.3% | +22.7% | +19.5% |
| 30D | +5.6% | -2.2% | +7.8% | +5.6% |
| 3M | +33.1% | -3.0% | +36.1% | +33.2% |
| 6M | +192.5% | +2.7% | +189.7% | +190.3% |
| YTD | +160.9% | -6.8% | +167.8% | +161.9% |
| 1Y | +155.0% | -5.3% | +160.2% | +155.2% |
| 3Y | +289.4% | -9.8% | +299.2% | +289.8% |
| All | +289.4% | -9.6% | +299.0% | +289.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 3y: compounded portfolio wealth divided by compounded SNY 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…
3y analysis · Full analysis span regression · 6 months rolling