+621.7%
HPE vs SPY
+353.8%
+267.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.0% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -2.3% | +0.1% | -2.3% | -2.2% |
| 3M | -2.9% | +2.0% | -4.9% | -4.5% |
| 6M | +143.6% | +13.0% | +130.6% | +111.5% |
| YTD | +118.5% | +13.5% | +105.0% | +89.2% |
| 1Y | +129.2% | +20.0% | +109.2% | +86.3% |
| 3Y | +212.5% | +77.2% | +135.3% | +63.4% |
| 5Y | +286.9% | +81.9% | +205.0% | +95.3% |
| 10Y | +432.3% | +314.1% | +118.3% | -11.8% |
| All | +621.7% | +353.8% | +267.9% | +4.7% |
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