+563.1%
HPE vs SPY
+322.5%
+240.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.9% | +11.6% | +11.4% |
| 7D | +19.4% | -0.8% | +20.2% | +20.6% |
| 30D | +5.6% | -1.1% | +6.7% | +7.2% |
| 3M | +33.1% | +3.9% | +29.2% | +27.6% |
| 6M | +192.5% | +13.6% | +178.8% | +153.3% |
| YTD | +160.9% | +12.7% | +148.2% | +128.9% |
| 1Y | +155.0% | +17.5% | +137.5% | +113.6% |
| 3Y | +289.4% | +76.9% | +212.5% | +107.9% |
| 5Y | +395.7% | +83.6% | +312.1% | +152.6% |
| All | +563.1% | +322.5% | +240.7% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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