+94.8%
HPE vs SW
+26.7%
+68.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.6% |
| 7D | -18.7% | +2.3% | -21.1% | -19.1% |
| 30D | -37.9% | +6.8% | -44.7% | -38.9% |
| 3M | -14.4% | -5.2% | -9.2% | -13.5% |
| 6M | +48.2% | +7.4% | +40.8% | +42.7% |
| YTD | +88.6% | +17.4% | +71.2% | +75.3% |
| 1Y | +94.8% | +27.1% | +67.7% | +76.9% |
| All | +94.8% | +26.7% | +68.1% | +76.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling