+540.2%
HPE vs SO
+155.9%
+384.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.9% | +5.3% |
| 7D | +13.6% | 0.0% | +13.6% | +13.7% |
| 30D | +7.7% | -2.5% | +10.2% | +8.4% |
| 3M | +22.4% | -4.2% | +26.6% | +23.3% |
| 6M | +172.6% | -7.7% | +180.2% | +176.7% |
| YTD | +147.5% | +3.8% | +143.7% | +142.7% |
| 1Y | +151.8% | +0.1% | +151.7% | +149.1% |
| 3Y | +267.1% | +44.2% | +222.8% | +211.5% |
| 5Y | +362.8% | +57.9% | +304.9% | +273.4% |
| 10Y | +540.2% | +162.0% | +378.2% | +370.0% |
| All | +540.2% | +155.9% | +384.3% | +370.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling