+116.4%
HPE vs SO
+3.3%
+113.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.7% | -5.0% | -6.1% |
| 7D | -17.0% | +1.7% | -18.7% | -16.0% |
| 30D | -26.7% | +11.1% | -37.9% | -22.3% |
| 3M | -4.1% | +0.7% | -4.8% | -3.4% |
| 6M | +75.4% | -1.4% | +76.8% | +75.4% |
| YTD | +111.0% | +9.4% | +101.6% | +119.7% |
| 1Y | +116.4% | +3.7% | +112.7% | +126.4% |
| All | +116.4% | +3.3% | +113.2% | +126.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 1y: compounded portfolio wealth divided by compounded SO 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…
1y analysis · Full analysis span regression · 6 months rolling