+621.7%
HPE vs SPG
+81.2%
+540.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.1% |
| 7D | -0.6% | -2.4% | +1.8% | +0.4% |
| 30D | -2.3% | -6.8% | +4.5% | +0.5% |
| 3M | -2.9% | +2.7% | -5.5% | -4.7% |
| 6M | +143.6% | +5.5% | +138.1% | +135.7% |
| YTD | +118.5% | +15.7% | +102.8% | +103.5% |
| 1Y | +129.2% | +20.9% | +108.3% | +109.2% |
| 3Y | +212.5% | +112.4% | +100.1% | +126.5% |
| 5Y | +286.9% | +101.4% | +185.6% | +182.7% |
| 10Y | +432.3% | +60.6% | +371.7% | +305.6% |
| All | +621.7% | +81.2% | +540.5% | +369.6% |
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