+396.0%
HPE vs SPYG
+85.2%
+310.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.8% | +11.6% | +11.6% |
| 7D | +19.4% | -0.9% | +20.3% | +20.5% |
| 30D | +5.6% | -1.5% | +7.1% | +7.4% |
| 3M | +33.1% | +3.7% | +29.3% | +29.0% |
| 6M | +192.5% | +16.4% | +176.0% | +155.8% |
| YTD | +160.9% | +13.3% | +147.6% | +134.2% |
| 1Y | +155.0% | +17.9% | +137.1% | +121.3% |
| 3Y | +289.4% | +98.3% | +191.1% | +122.8% |
| All | +396.0% | +85.2% | +310.8% | +179.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling