+129.2%
HPE vs SU
+71.8%
+57.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.4% |
| 7D | -0.6% | +3.6% | -4.2% | -1.2% |
| 30D | -2.3% | +7.9% | -10.2% | -3.7% |
| 3M | -2.9% | +3.5% | -6.4% | -3.2% |
| 6M | +143.6% | +19.0% | +124.6% | +132.5% |
| YTD | +118.5% | +55.0% | +63.6% | +102.5% |
| 1Y | +129.2% | +71.2% | +58.0% | +105.4% |
| All | +129.2% | +71.8% | +57.4% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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