+232.1%
HPE vs SWKS
-42.6%
+274.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +0.9% |
| 7D | -18.7% | -6.2% | -12.6% | -16.3% |
| 30D | -37.9% | -1.5% | -36.4% | -37.5% |
| 3M | -14.4% | +23.0% | -37.4% | -22.5% |
| 6M | +48.2% | +27.6% | +20.6% | +31.3% |
| YTD | +88.6% | +32.3% | +56.3% | +62.6% |
| 1Y | +94.8% | +20.1% | +74.7% | +74.9% |
| 3Y | +202.7% | +0.6% | +202.1% | +169.8% |
| All | +232.1% | -42.6% | +274.7% | +233.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling