+571.9%
HPE vs SPY
+345.6%
+226.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.4% | -3.3% |
| 7D | +7.9% | +2.6% | +5.3% | +4.5% |
| 30D | -23.5% | -2.0% | -21.5% | -20.9% |
| 3M | -19.1% | -2.8% | -16.3% | -15.1% |
| 6M | +51.4% | +2.1% | +49.3% | +50.6% |
| YTD | +103.4% | +11.5% | +92.0% | +82.3% |
| 1Y | +114.4% | +13.5% | +100.9% | +88.2% |
| 3Y | +224.7% | +77.7% | +147.0% | +71.2% |
| 5Y | +277.8% | +72.6% | +205.2% | +106.2% |
| 10Y | +371.1% | +308.2% | +62.9% | -19.7% |
| All | +571.9% | +345.6% | +226.3% | +0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling