+114.4%
HPE vs SPGI
+2.7%
+111.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -3.5% |
| 7D | +7.9% | +1.2% | +6.6% | +8.2% |
| 30D | -23.5% | +15.9% | -39.4% | -20.8% |
| 3M | -19.1% | +12.3% | -31.4% | -16.6% |
| 6M | +51.4% | +23.7% | +27.7% | +57.2% |
| YTD | +103.4% | -3.5% | +107.0% | +123.2% |
| 1Y | +114.4% | +0.4% | +114.0% | +135.1% |
| All | +114.4% | +2.7% | +111.7% | +135.1% |
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