+116.4%
HPE vs SPYG
+10.8%
+105.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.3% | -6.9% | -7.5% |
| 7D | -17.0% | -2.8% | -14.2% | -13.4% |
| 30D | -26.7% | -6.2% | -20.5% | -19.2% |
| 3M | -4.1% | -3.6% | -0.6% | +2.1% |
| 6M | +75.4% | +4.8% | +70.7% | +72.6% |
| YTD | +111.0% | +11.0% | +100.0% | +95.1% |
| 1Y | +116.4% | +11.2% | +105.2% | +100.0% |
| All | +116.4% | +10.8% | +105.6% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling