+269.4%
HPE vs SPG
+106.5%
+162.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.4% | +7.6% | +6.2% |
| 7D | +13.6% | -1.7% | +15.3% | +14.5% |
| 30D | +7.7% | -6.3% | +14.0% | +10.9% |
| 3M | +22.4% | -2.4% | +24.8% | +22.3% |
| 6M | +172.6% | +9.6% | +163.0% | +152.9% |
| YTD | +147.5% | +14.2% | +133.3% | +123.9% |
| 1Y | +151.8% | +19.3% | +132.5% | +121.1% |
| All | +269.4% | +106.5% | +162.9% | +149.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling