+271.1%
HPE vs SW
-0.1%
+271.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +4.1% | -9.7% | -6.5% |
| 7D | -17.0% | +12.1% | -29.0% | -19.0% |
| 30D | -26.7% | +6.6% | -33.3% | -27.8% |
| 3M | -4.1% | -6.0% | +1.9% | -3.3% |
| 6M | +75.4% | +21.5% | +53.9% | +66.8% |
| YTD | +111.0% | +20.3% | +90.7% | +100.0% |
| 1Y | +116.4% | +28.1% | +88.3% | +102.2% |
| 3Y | +238.2% | +51.6% | +186.6% | +214.1% |
| All | +271.1% | -0.1% | +271.2% | +244.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling