+116.4%
HPE vs SPGI
+3.2%
+113.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.4% | -9.0% | -4.8% |
| 7D | -17.0% | +7.2% | -24.2% | -15.4% |
| 30D | -26.7% | +23.2% | -49.9% | -23.2% |
| 3M | -4.1% | +17.0% | -21.2% | -0.4% |
| 6M | +75.4% | +20.4% | +55.0% | +83.4% |
| YTD | +111.0% | -1.9% | +112.9% | +131.3% |
| 1Y | +116.4% | +2.9% | +113.5% | +140.1% |
| All | +116.4% | +3.2% | +113.2% | +140.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 1y: compounded portfolio wealth divided by compounded SPGI 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…
1y analysis · Full analysis span regression · 6 months rolling