+343.8%
HPE vs SO
+61.3%
+282.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.0% | +6.8% | +7.8% |
| 7D | +10.1% | +1.0% | +9.1% | +10.2% |
| 30D | +5.3% | -3.2% | +8.5% | +5.1% |
| 3M | +12.7% | -1.7% | +14.4% | +12.4% |
| 6M | +167.7% | -7.2% | +174.9% | +167.1% |
| YTD | +135.5% | +4.6% | +130.9% | +134.2% |
| 1Y | +143.4% | +1.2% | +142.2% | +142.4% |
| 3Y | +249.2% | +45.3% | +203.9% | +218.7% |
| 5Y | +343.8% | +58.7% | +285.1% | +280.1% |
| All | +343.8% | +61.3% | +282.5% | +280.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling