+66.7%
SNXX vs HPE
+134.7%
-68.0%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -5.7% | -10.1% | -10.5% |
| 7D | -47.8% | -17.0% | -30.8% | -36.4% |
| 30D | -66.0% | -26.7% | -39.3% | -53.8% |
| 3M | -57.5% | -4.1% | -53.3% | -55.6% |
| 6M | -66.7% | +75.4% | -142.1% | -71.4% |
| All | +66.7% | +134.7% | -68.0% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 1y: compounded portfolio wealth divided by compounded HPE 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…
1y analysis · Full analysis span regression · 6 months rolling