+249.2%
HPE vs SO
+46.8%
+202.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.0% | +6.8% | +8.1% |
| 7D | +10.1% | +1.0% | +9.1% | +10.5% |
| 30D | +5.3% | -3.2% | +8.5% | +4.1% |
| 3M | +12.7% | -1.7% | +14.4% | +12.0% |
| 6M | +167.7% | -7.2% | +174.9% | +162.4% |
| YTD | +135.5% | +4.6% | +130.9% | +138.3% |
| 1Y | +143.4% | +1.2% | +142.2% | +144.9% |
| 3Y | +249.2% | +45.3% | +203.9% | +242.1% |
| All | +249.2% | +46.8% | +202.3% | +242.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling