+198.6%
HPE vs SW
+40.4%
+158.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.5% | -10.3% | -11.4% |
| 7D | -25.0% | +4.7% | -29.6% | -26.1% |
| 30D | -37.3% | +5.0% | -42.3% | -38.5% |
| 3M | -16.8% | -7.3% | -9.5% | -15.2% |
| 6M | +47.8% | +15.0% | +32.8% | +38.6% |
| YTD | +86.0% | +18.5% | +67.5% | +70.4% |
| 1Y | +89.6% | +27.1% | +62.5% | +69.0% |
| All | +198.6% | +40.4% | +158.2% | +181.9% |
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 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