+563.1%
HPE vs SPXS
-99.6%
+662.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -2.4% | +14.9% | +11.4% |
| 7D | +19.4% | +2.5% | +16.9% | +20.8% |
| 30D | +5.6% | +4.2% | +1.4% | +7.8% |
| 3M | +33.1% | -9.3% | +42.4% | +29.6% |
| 6M | +192.5% | -30.7% | +223.2% | +161.0% |
| YTD | +160.9% | -28.1% | +189.0% | +138.6% |
| 1Y | +155.0% | -35.1% | +190.0% | +126.9% |
| 3Y | +289.4% | -79.6% | +369.0% | +155.7% |
| 5Y | +395.7% | -86.3% | +481.9% | +231.6% |
| All | +563.1% | -99.6% | +662.7% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling