+269.4%
HPE vs SRE
+30.8%
+238.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.7% | +5.3% |
| 7D | +13.6% | +1.5% | +12.2% | +13.2% |
| 30D | +7.7% | +0.8% | +6.9% | +7.4% |
| 3M | +22.4% | -5.8% | +28.2% | +24.2% |
| 6M | +172.6% | -7.8% | +180.4% | +178.1% |
| YTD | +147.5% | -2.4% | +149.9% | +147.8% |
| 1Y | +151.8% | +8.9% | +142.9% | +142.9% |
| All | +269.4% | +30.8% | +238.6% | +229.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling