+278.5%
HPE vs SPOT
+267.2%
+11.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -30.5% |
| 3M | -7.4% | +21.6% | -28.9% | -11.2% |
| 6M | +63.7% | +45.2% | +18.5% | +50.8% |
| YTD | +111.7% | +4.9% | +106.8% | +105.5% |
| 1Y | +123.5% | -4.8% | +128.2% | +121.0% |
| 3Y | +238.7% | +256.3% | -17.6% | +156.1% |
| 5Y | +261.0% | +120.2% | +140.9% | +182.4% |
| All | +278.5% | +267.2% | +11.4% | +117.8% |
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