+388.5%
HPE vs SO
+193.6%
+194.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.2% |
| 7D | +13.6% | -0.9% | +14.5% | +13.8% |
| 30D | -27.1% | +4.9% | -32.1% | -28.1% |
| 3M | -14.5% | +0.8% | -15.2% | -14.8% |
| 6M | +66.9% | +0.6% | +66.4% | +65.6% |
| YTD | +111.3% | +8.7% | +102.7% | +104.4% |
| 1Y | +117.5% | +4.0% | +113.5% | +112.9% |
| 3Y | +238.1% | +50.6% | +187.5% | +184.0% |
| 5Y | +292.4% | +77.5% | +214.9% | +203.7% |
| All | +388.5% | +193.6% | +194.9% | +258.9% |
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