+621.7%
HPE vs SO
+202.4%
+419.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.7% | -4.3% |
| 7D | -0.6% | -0.2% | -0.4% | -0.5% |
| 30D | -2.3% | -4.6% | +2.3% | -1.2% |
| 3M | -2.9% | -3.0% | +0.2% | -2.5% |
| 6M | +143.6% | -8.3% | +151.8% | +147.6% |
| YTD | +118.5% | +3.5% | +115.0% | +114.4% |
| 1Y | +129.2% | -0.9% | +130.1% | +127.4% |
| 3Y | +212.5% | +45.4% | +167.2% | +165.3% |
| 5Y | +286.9% | +59.6% | +227.3% | +212.3% |
| 10Y | +432.3% | +156.6% | +275.7% | +284.7% |
| All | +621.7% | +202.4% | +419.3% | +392.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling