+677.7%
HPE vs SRE
+136.1%
+541.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.7% | +6.0% | +7.0% |
| 7D | +10.1% | +1.4% | +8.7% | +9.5% |
| 30D | +5.3% | +1.9% | +3.4% | +4.3% |
| 3M | +12.7% | -3.3% | +16.0% | +13.8% |
| 6M | +167.7% | -6.4% | +174.1% | +173.8% |
| YTD | +135.5% | -1.8% | +137.3% | +135.4% |
| 1Y | +143.4% | +10.7% | +132.6% | +129.9% |
| 3Y | +249.2% | +31.8% | +217.4% | +194.6% |
| 5Y | +343.8% | +49.2% | +294.6% | +248.3% |
| 10Y | +495.9% | +118.5% | +377.3% | +298.7% |
| All | +677.7% | +136.1% | +541.6% | +361.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling