+298.8%
HPE vs SUI
-32.0%
+330.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.1% | -4.4% |
| 7D | -0.6% | -2.8% | +2.2% | -0.1% |
| 30D | -2.3% | -1.2% | -1.1% | -2.1% |
| 3M | -2.9% | -1.7% | -1.1% | -3.0% |
| 6M | +143.6% | -10.5% | +154.0% | +148.3% |
| YTD | +118.5% | -1.8% | +120.4% | +117.6% |
| 1Y | +129.2% | -4.1% | +133.3% | +129.2% |
| 3Y | +212.5% | +11.3% | +201.3% | +193.0% |
| All | +298.8% | -32.0% | +330.7% | +329.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling