+215.5%
HPE vs SW
+19.6%
+195.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.7% | -4.9% |
| 7D | -0.6% | -5.1% | +4.5% | +1.1% |
| 30D | -2.3% | -4.6% | +2.3% | -0.9% |
| 3M | -2.9% | +9.4% | -12.2% | -6.7% |
| 6M | +143.6% | +3.5% | +140.1% | +137.1% |
| YTD | +118.5% | +22.0% | +96.5% | +100.2% |
| 1Y | +129.2% | +2.2% | +127.0% | +121.8% |
| All | +215.5% | +19.6% | +195.9% | +195.4% |
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 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