+621.7%
HPE vs SPGI
+463.0%
+158.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -3.7% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -2.3% | +8.4% | -10.7% | -6.2% |
| 3M | -2.9% | +11.8% | -14.7% | -9.6% |
| 6M | +143.6% | +5.7% | +137.9% | +131.4% |
| YTD | +118.5% | -9.7% | +128.2% | +123.9% |
| 1Y | +129.2% | -12.5% | +141.7% | +137.8% |
| 3Y | +212.5% | +21.8% | +190.7% | +168.4% |
| 5Y | +286.9% | +8.2% | +278.7% | +246.1% |
| 10Y | +432.3% | +309.5% | +122.8% | +85.7% |
| All | +621.7% | +463.0% | +158.7% | +95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling