+563.1%
HPE vs SPGI
+292.2%
+270.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.1% | +12.4% | +12.4% |
| 7D | +19.4% | -7.4% | +26.8% | +23.5% |
| 30D | +5.6% | +0.4% | +5.2% | +5.1% |
| 3M | +33.1% | +5.3% | +27.8% | +27.8% |
| 6M | +192.5% | +1.7% | +190.8% | +182.7% |
| YTD | +160.9% | -16.4% | +177.3% | +176.6% |
| 1Y | +155.0% | -20.5% | +175.5% | +176.7% |
| 3Y | +289.4% | +14.2% | +275.2% | +246.7% |
| 5Y | +395.7% | +0.6% | +395.1% | +360.6% |
| All | +563.1% | +292.2% | +270.9% | +189.5% |
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