+717.5%
HPE vs SPYG
+451.8%
+265.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.5% |
| 7D | +13.6% | +0.3% | +13.3% | +13.3% |
| 30D | +7.7% | -1.7% | +9.4% | +9.7% |
| 3M | +22.4% | +3.6% | +18.7% | +18.6% |
| 6M | +172.6% | +16.6% | +156.0% | +136.2% |
| YTD | +147.5% | +13.4% | +134.1% | +120.6% |
| 1Y | +151.8% | +19.6% | +132.2% | +113.5% |
| 3Y | +267.1% | +99.8% | +167.3% | +93.7% |
| 5Y | +362.8% | +85.0% | +277.8% | +157.2% |
| 10Y | +540.2% | +422.1% | +118.1% | -2.4% |
| All | +717.5% | +451.8% | +265.7% | +15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling