+114.4%
HPE vs SPOT
-5.9%
+120.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.4% | -6.1% | -3.4% |
| 7D | +7.9% | +1.6% | +6.3% | +8.1% |
| 30D | -23.5% | +16.9% | -40.4% | -21.8% |
| 3M | -19.1% | +23.0% | -42.0% | -17.1% |
| 6M | +51.4% | +42.2% | +9.2% | +53.9% |
| YTD | +103.4% | +5.5% | +97.9% | +120.7% |
| 1Y | +114.4% | -5.1% | +119.5% | +143.6% |
| All | +114.4% | -5.9% | +120.3% | +143.6% |
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