+599.2%
HPE vs SPG
+105.3%
+493.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.8% |
| 7D | +0.3% | +2.7% | -2.4% | -0.7% |
| 30D | -28.6% | +16.6% | -45.1% | -33.0% |
| 3M | -7.4% | +8.1% | -15.4% | -10.6% |
| 6M | +63.7% | +19.3% | +44.3% | +50.3% |
| YTD | +111.7% | +31.1% | +80.6% | +86.7% |
| 1Y | +123.5% | +32.8% | +90.7% | +96.0% |
| 3Y | +238.7% | +135.8% | +102.9% | +134.5% |
| 5Y | +261.0% | +85.1% | +176.0% | +170.6% |
| 10Y | +390.2% | +115.9% | +274.3% | +226.7% |
| All | +599.2% | +105.3% | +493.9% | +330.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling