+372.4%
HPE vs SPGI
+335.3%
+37.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -9.7% | +1.6% | -11.3% | -10.4% |
| 30D | -34.8% | +16.1% | -50.8% | -39.3% |
| 3M | -12.1% | +15.5% | -27.6% | -18.5% |
| 6M | +53.7% | +19.6% | +34.1% | +37.6% |
| YTD | +101.9% | -3.6% | +105.5% | +99.5% |
| 1Y | +104.3% | +2.2% | +102.1% | +95.2% |
| 3Y | +223.1% | +30.1% | +192.9% | +170.0% |
| 5Y | +249.2% | +14.9% | +234.3% | +205.5% |
| 10Y | +372.4% | +334.0% | +38.5% | +102.1% |
| All | +372.4% | +335.3% | +37.1% | +102.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling