+298.8%
HPE vs SW
-2.3%
+301.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.7% | -4.7% |
| 7D | -0.6% | -5.1% | +4.5% | +0.5% |
| 30D | -2.3% | -4.6% | +2.3% | -1.4% |
| 3M | -2.9% | +9.4% | -12.2% | -5.2% |
| 6M | +143.6% | +3.5% | +140.1% | +139.6% |
| YTD | +118.5% | +22.0% | +96.5% | +107.6% |
| 1Y | +129.2% | +2.2% | +127.0% | +124.6% |
| 3Y | +212.5% | +19.6% | +192.9% | +197.9% |
| All | +298.8% | -2.3% | +301.1% | +275.2% |
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