+155.0%
HPE vs SRE
+4.6%
+150.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.8% | +13.2% | +12.6% |
| 7D | +19.4% | -0.8% | +20.2% | +19.6% |
| 30D | +5.6% | -3.0% | +8.6% | +6.2% |
| 3M | +33.1% | -8.3% | +41.4% | +34.8% |
| 6M | +192.5% | -8.9% | +201.4% | +195.2% |
| YTD | +160.9% | -4.3% | +165.2% | +163.1% |
| 1Y | +155.0% | +2.7% | +152.2% | +167.9% |
| All | +155.0% | +4.6% | +150.4% | +167.9% |
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