+263.8%
HPE vs SPOT
+269.3%
-5.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.4% | -6.1% | -4.1% |
| 7D | +7.9% | +1.6% | +6.3% | +7.6% |
| 30D | -23.5% | +16.9% | -40.4% | -25.7% |
| 3M | -19.1% | +23.0% | -42.0% | -22.5% |
| 6M | +51.4% | +42.2% | +9.2% | +40.1% |
| YTD | +103.4% | +5.5% | +97.9% | +97.2% |
| 1Y | +114.4% | -5.1% | +119.5% | +112.2% |
| 3Y | +224.7% | +257.9% | -33.2% | +145.3% |
| 5Y | +277.8% | +118.4% | +159.4% | +196.0% |
| All | +263.8% | +269.3% | -5.5% | +109.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling