+244.4%
HPE vs SPG
+85.9%
+158.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | -9.7% | +5.6% | -15.3% | -12.2% |
| 30D | -34.8% | +17.6% | -52.3% | -40.2% |
| 3M | -12.1% | +7.5% | -19.6% | -15.6% |
| 6M | +53.7% | +18.5% | +35.2% | +37.8% |
| YTD | +101.9% | +30.9% | +71.0% | +70.1% |
| 1Y | +104.3% | +34.1% | +70.2% | +69.6% |
| 3Y | +223.1% | +135.5% | +87.5% | +91.5% |
| All | +244.4% | +85.9% | +158.4% | +125.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling