+666.4%
HPE vs SPMO
+559.5%
+107.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.8% | -4.4% | -4.5% |
| 7D | +1.4% | +0.1% | +1.4% | +1.4% |
| 30D | +1.5% | -0.7% | +2.2% | +2.5% |
| 3M | +21.7% | +2.8% | +18.9% | +18.4% |
| 6M | +164.2% | +24.4% | +139.7% | +116.4% |
| YTD | +132.1% | +24.2% | +107.9% | +90.8% |
| 1Y | +130.6% | +24.5% | +106.2% | +89.8% |
| 3Y | +244.1% | +155.6% | +88.5% | +54.0% |
| 5Y | +340.8% | +148.2% | +192.6% | +102.1% |
| 10Y | +500.2% | +514.8% | -14.6% | +40.0% |
| All | +666.4% | +559.5% | +107.0% | +63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling