+261.0%
HPE vs SPOT
+121.4%
+139.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.4% | +4.8% |
| 7D | +0.3% | -3.0% | +3.3% | +0.8% |
| 30D | -28.6% | +15.2% | -43.7% | -30.3% |
| 3M | -7.4% | +21.6% | -28.9% | -10.8% |
| 6M | +63.7% | +45.2% | +18.5% | +51.4% |
| YTD | +111.7% | +4.9% | +106.8% | +106.7% |
| 1Y | +123.5% | -4.8% | +128.2% | +122.5% |
| 3Y | +238.7% | +256.3% | -17.6% | +158.4% |
| 5Y | +261.0% | +120.2% | +140.9% | +168.3% |
| All | +261.0% | +121.4% | +139.6% | +168.3% |
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