+114.4%
HPE vs SW
+24.2%
+90.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.5% |
| 7D | +7.9% | -2.9% | +10.8% | +8.6% |
| 30D | -23.5% | +5.0% | -28.5% | -24.5% |
| 3M | -19.1% | -13.7% | -5.4% | -16.1% |
| 6M | +51.4% | +8.0% | +43.4% | +45.2% |
| YTD | +103.4% | +14.0% | +89.5% | +89.4% |
| 1Y | +114.4% | +25.6% | +88.8% | +93.1% |
| All | +114.4% | +24.2% | +90.2% | +93.1% |
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