+116.4%
HPE vs SPOT
+0.4%
+116.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +4.6% | -10.3% | -5.0% |
| 7D | -17.0% | +16.6% | -33.6% | -15.2% |
| 30D | -26.7% | +29.9% | -56.7% | -24.4% |
| 3M | -4.1% | +31.3% | -35.4% | -1.3% |
| 6M | +75.4% | +43.2% | +32.2% | +79.4% |
| YTD | +111.0% | +8.1% | +102.9% | +126.8% |
| 1Y | +116.4% | -0.3% | +116.7% | +130.9% |
| All | +116.4% | +0.4% | +116.0% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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