+340.8%
HPE vs SPXS
-85.4%
+426.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.9% | -8.1% | -5.4% |
| 7D | +1.4% | +6.4% | -4.9% | +4.2% |
| 30D | +1.5% | +6.0% | -4.4% | +4.4% |
| 3M | +21.7% | -11.6% | +33.4% | +17.1% |
| 6M | +164.2% | -28.7% | +192.9% | +137.2% |
| YTD | +132.1% | -26.3% | +158.3% | +113.4% |
| 1Y | +130.6% | -34.9% | +165.6% | +104.5% |
| 3Y | +244.1% | -79.5% | +323.6% | +128.3% |
| 5Y | +340.8% | -85.9% | +426.7% | +195.8% |
| All | +340.8% | -85.4% | +426.2% | +195.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling