+677.7%
HPE vs SPYM
+353.0%
+324.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.6% | +8.3% | +8.4% |
| 7D | +10.1% | +0.6% | +9.6% | +9.4% |
| 30D | +5.3% | -0.9% | +6.2% | +6.6% |
| 3M | +12.7% | +3.9% | +8.8% | +8.0% |
| 6M | +167.7% | +14.5% | +153.1% | +128.8% |
| YTD | +135.5% | +13.0% | +122.5% | +105.3% |
| 1Y | +143.4% | +19.4% | +124.0% | +99.2% |
| 3Y | +249.2% | +78.9% | +170.3% | +82.2% |
| 5Y | +343.8% | +82.3% | +261.5% | +125.7% |
| 10Y | +495.9% | +314.7% | +181.1% | +3.2% |
| All | +677.7% | +353.0% | +324.7% | +16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling