+340.5%
HPE vs SW
+182.7%
+157.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.5% |
| 7D | -18.7% | +2.3% | -21.1% | -19.1% |
| 30D | -37.9% | +6.8% | -44.7% | -38.7% |
| 3M | -14.4% | -5.2% | -9.2% | -13.9% |
| 6M | +48.2% | +7.4% | +40.8% | +45.5% |
| YTD | +88.6% | +17.4% | +71.2% | +81.7% |
| 1Y | +94.8% | +27.1% | +67.7% | +85.1% |
| 3Y | +202.7% | +47.9% | +154.8% | +183.7% |
| 5Y | +231.6% | -2.6% | +234.2% | +217.1% |
| All | +340.5% | +182.7% | +157.8% | +267.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling