+563.1%
HPE vs SPG
+64.5%
+498.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.1% | +12.4% | +12.4% |
| 7D | +19.4% | -1.2% | +20.6% | +19.9% |
| 30D | +5.6% | -6.1% | +11.7% | +8.3% |
| 3M | +33.1% | -3.6% | +36.7% | +34.3% |
| 6M | +192.5% | +10.4% | +182.0% | +177.7% |
| YTD | +160.9% | +14.4% | +146.5% | +144.1% |
| 1Y | +155.0% | +16.5% | +138.4% | +136.3% |
| 3Y | +289.4% | +106.8% | +182.6% | +185.7% |
| 5Y | +395.7% | +108.9% | +286.8% | +258.1% |
| All | +563.1% | +64.5% | +498.6% | +379.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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