+290.7%
HPE vs SPOT
+227.0%
+63.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.2% | -1.3% | -3.9% |
| 7D | -0.6% | -0.9% | +0.3% | -0.4% |
| 30D | -2.3% | +12.5% | -14.8% | -4.5% |
| 3M | -2.9% | +9.9% | -12.8% | -5.1% |
| 6M | +143.6% | +1.6% | +142.0% | +139.8% |
| YTD | +118.5% | -6.6% | +125.1% | +117.7% |
| 1Y | +129.2% | -22.9% | +152.1% | +136.7% |
| 3Y | +212.5% | +244.3% | -31.7% | +138.5% |
| 5Y | +286.9% | +117.8% | +169.1% | +203.6% |
| All | +290.7% | +227.0% | +63.7% | +130.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling