+514.5%
HPE vs SW
+135.9%
+378.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.5% | -10.3% | -11.6% |
| 7D | -25.0% | +4.7% | -29.6% | -25.6% |
| 30D | -37.3% | +5.0% | -42.3% | -37.9% |
| 3M | -16.8% | -7.3% | -9.5% | -16.0% |
| 6M | +47.8% | +15.0% | +32.8% | +43.4% |
| YTD | +86.0% | +18.5% | +67.5% | +79.0% |
| 1Y | +89.6% | +27.1% | +62.5% | +80.3% |
| 3Y | +198.2% | +49.3% | +148.9% | +178.9% |
| 5Y | +227.1% | -1.6% | +228.8% | +212.2% |
| 10Y | +355.6% | +185.4% | +170.2% | +257.9% |
| All | +514.5% | +135.9% | +378.6% | +342.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling