+289.4%
HPE vs SPMO
+155.8%
+133.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.5% | +11.9% | +11.8% |
| 7D | +19.4% | -0.9% | +20.3% | +21.0% |
| 30D | +5.6% | -1.9% | +7.5% | +8.2% |
| 3M | +33.1% | -1.4% | +34.4% | +34.5% |
| 6M | +192.5% | +25.5% | +167.0% | +122.7% |
| YTD | +160.9% | +24.8% | +136.1% | +100.3% |
| 1Y | +155.0% | +24.5% | +130.5% | +96.9% |
| 3Y | +289.4% | +157.1% | +132.3% | +41.3% |
| All | +289.4% | +155.8% | +133.6% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 3y: compounded portfolio wealth divided by compounded SPMO 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…
3y analysis · Full analysis span regression · 6 months rolling