+343.8%
HPE vs SPOT
+108.1%
+235.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.5% | +10.3% | +8.2% |
| 7D | +10.1% | -2.9% | +13.0% | +10.7% |
| 30D | +5.3% | +8.3% | -3.0% | +3.7% |
| 3M | +12.7% | +5.1% | +7.6% | +11.1% |
| 6M | +167.7% | -6.5% | +174.1% | +168.2% |
| YTD | +135.5% | -9.0% | +144.4% | +136.1% |
| 1Y | +143.4% | -26.4% | +169.8% | +154.3% |
| 3Y | +249.2% | +240.0% | +9.1% | +170.3% |
| 5Y | +343.8% | +111.7% | +232.1% | +233.9% |
| All | +343.8% | +108.1% | +235.7% | +233.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling