+238.7%
HPE vs SW
+42.5%
+196.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +4.1% | -9.7% | -6.9% |
| 7D | -17.0% | +12.1% | -29.0% | -20.1% |
| 30D | -26.7% | +6.6% | -33.3% | -28.4% |
| 3M | -4.1% | -6.0% | +1.9% | -2.8% |
| 6M | +75.4% | +21.5% | +53.9% | +61.4% |
| YTD | +111.0% | +20.3% | +90.7% | +92.3% |
| 1Y | +116.4% | +28.1% | +88.3% | +92.3% |
| All | +238.7% | +42.5% | +196.2% | +218.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling