+123.5%
HPE vs SUI
-3.0%
+126.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.8% | +5.7% | +4.2% |
| 7D | +0.3% | -2.4% | +2.8% | -1.5% |
| 30D | -28.6% | +3.3% | -31.9% | -25.9% |
| 3M | -7.4% | +0.7% | -8.0% | -4.7% |
| 6M | +63.7% | -4.1% | +67.8% | +67.0% |
| YTD | +111.7% | -1.8% | +113.5% | +117.9% |
| 1Y | +123.5% | -4.1% | +127.5% | +132.0% |
| All | +123.5% | -3.0% | +126.5% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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