+563.1%
HPE vs SPYM
+325.3%
+237.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.8% | +11.6% | +11.4% |
| 7D | +19.4% | -0.8% | +20.2% | +20.6% |
| 30D | +5.6% | -1.1% | +6.7% | +7.2% |
| 3M | +33.1% | +3.9% | +29.2% | +27.6% |
| 6M | +192.5% | +13.6% | +178.8% | +153.4% |
| YTD | +160.9% | +12.7% | +148.2% | +129.0% |
| 1Y | +155.0% | +17.6% | +137.4% | +113.7% |
| 3Y | +289.4% | +77.2% | +212.2% | +108.8% |
| 5Y | +395.7% | +84.1% | +311.5% | +153.7% |
| All | +563.1% | +325.3% | +237.8% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 10y: compounded portfolio wealth divided by compounded SPYM 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…
10y analysis · Full analysis span regression · 6 months rolling