+345.0%
HPE vs SOUN
-28.2%
+373.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.3% | +12.8% | +12.5% |
| 7D | +19.4% | -7.1% | +26.5% | +19.9% |
| 30D | +5.6% | -15.4% | +21.0% | +6.5% |
| 3M | +33.1% | -10.6% | +43.6% | +33.6% |
| 6M | +192.5% | -19.6% | +212.1% | +194.1% |
| YTD | +160.9% | -37.2% | +198.1% | +165.2% |
| 1Y | +155.0% | -57.1% | +212.0% | +163.5% |
| 3Y | +289.4% | +178.2% | +111.2% | +268.5% |
| All | +345.0% | -28.2% | +373.2% | +320.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 SOUN 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