+396.0%
HPE vs SPXU
-86.1%
+482.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | 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% | +7.9% |
| 3M | +33.1% | -9.3% | +42.3% | +29.4% |
| 6M | +192.5% | -30.7% | +223.2% | +159.7% |
| YTD | +160.9% | -28.1% | +189.1% | +137.5% |
| 1Y | +155.0% | -35.2% | +190.2% | +125.5% |
| 3Y | +289.4% | -79.9% | +369.3% | +155.6% |
| All | +396.0% | -86.1% | +482.1% | +228.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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