+116.4%
HPE vs SRE
-7.5%
+123.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.9% | -2.8% | -5.2% |
| 7D | -17.0% | -2.1% | -14.9% | -16.6% |
| 30D | -26.7% | +6.1% | -32.8% | -27.5% |
| 3M | -4.1% | -3.5% | -0.6% | -3.5% |
| 6M | +75.4% | -10.8% | +86.2% | +78.1% |
| YTD | +111.0% | -4.0% | +115.0% | +114.4% |
| 1Y | +116.4% | -7.7% | +124.1% | +119.6% |
| All | +116.4% | -7.5% | +123.9% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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