+717.5%
HPE vs SU
+259.7%
+457.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.5% | +4.5% |
| 7D | +13.6% | +1.6% | +12.1% | +13.0% |
| 30D | +7.7% | +10.7% | -3.0% | +3.5% |
| 3M | +22.4% | +13.5% | +8.9% | +15.9% |
| 6M | +172.6% | +21.8% | +150.8% | +150.4% |
| YTD | +147.5% | +58.8% | +88.7% | +104.9% |
| 1Y | +151.8% | +72.0% | +79.8% | +101.5% |
| 3Y | +267.1% | +121.7% | +145.3% | +161.9% |
| 5Y | +362.8% | +350.4% | +12.3% | +136.4% |
| 10Y | +540.2% | +264.7% | +275.5% | +225.4% |
| All | +717.5% | +259.7% | +457.8% | +293.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling