+599.2%
HPE vs SPGI
+503.1%
+96.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.5% | +4.7% |
| 7D | +0.3% | -1.4% | +1.7% | +1.1% |
| 30D | -28.6% | +15.3% | -43.8% | -33.6% |
| 3M | -7.4% | +16.5% | -23.9% | -14.8% |
| 6M | +63.7% | +19.8% | +43.8% | +45.5% |
| YTD | +111.7% | -3.2% | +114.9% | +108.2% |
| 1Y | +123.5% | +1.8% | +121.7% | +113.2% |
| 3Y | +238.7% | +30.6% | +208.1% | +179.4% |
| 5Y | +261.0% | +16.0% | +245.0% | +211.5% |
| 10Y | +390.2% | +338.6% | +51.6% | +64.2% |
| All | +599.2% | +503.1% | +96.1% | +81.9% |
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