+276.2%
HPE vs SWKS
-37.3%
+313.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.7% |
| 7D | +7.9% | +9.4% | -1.6% | +3.8% |
| 30D | -23.5% | +17.0% | -40.5% | -28.3% |
| 3M | -19.1% | +28.9% | -48.0% | -28.2% |
| 6M | +51.4% | +33.1% | +18.3% | +31.7% |
| YTD | +103.4% | +44.8% | +58.7% | +68.6% |
| 1Y | +114.4% | +36.2% | +78.2% | +82.4% |
| 3Y | +224.7% | +11.5% | +213.2% | +176.6% |
| All | +276.2% | -37.3% | +313.5% | +274.8% |
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