+372.4%
HPE vs SWKS
+31.8%
+340.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | -9.7% | -3.1% | -6.6% | -8.4% |
| 30D | -34.8% | +8.3% | -43.1% | -36.8% |
| 3M | -12.1% | +20.2% | -32.4% | -19.6% |
| 6M | +53.7% | +24.9% | +28.8% | +37.3% |
| YTD | +101.9% | +33.2% | +68.8% | +73.8% |
| 1Y | +104.3% | +23.6% | +80.8% | +81.5% |
| 3Y | +223.1% | +1.3% | +221.8% | +192.6% |
| 5Y | +249.2% | -40.6% | +289.8% | +282.1% |
| 10Y | +372.4% | +35.3% | +337.1% | +248.0% |
| All | +372.4% | +31.8% | +340.6% | +248.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 10y: compounded portfolio wealth divided by compounded SWKS 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…
10y analysis · Full analysis span regression · 6 months rolling