+289.4%
HPE vs SU
+120.0%
+169.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.1% | +12.6% | +12.5% |
| 7D | +19.4% | +2.2% | +17.2% | +18.5% |
| 30D | +5.6% | +8.4% | -2.8% | +2.6% |
| 3M | +33.1% | +12.1% | +21.0% | +27.3% |
| 6M | +192.5% | +19.7% | +172.8% | +171.1% |
| YTD | +160.9% | +58.4% | +102.5% | +116.9% |
| 1Y | +155.0% | +67.2% | +87.7% | +106.6% |
| 3Y | +289.4% | +125.0% | +164.4% | +179.6% |
| All | +289.4% | +120.0% | +169.5% | +179.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling