+155.0%
HPE vs SPXS
-36.2%
+191.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -2.4% | +14.9% | +10.8% |
| 7D | +19.4% | +2.5% | +16.9% | +21.5% |
| 30D | +5.6% | +4.2% | +1.4% | +9.0% |
| 3M | +33.1% | -9.3% | +42.4% | +27.3% |
| 6M | +192.5% | -30.7% | +223.2% | +148.2% |
| YTD | +160.9% | -28.1% | +189.0% | +130.0% |
| 1Y | +155.0% | -35.1% | +190.0% | +113.3% |
| All | +155.0% | -36.2% | +191.1% | +113.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling