+194.8%
SNXX vs HPE
+194.7%
+0.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +12.4% | -19.5% | -19.2% |
| 7D | -12.0% | +19.4% | -31.4% | -28.8% |
| 30D | +37.9% | +5.6% | +32.3% | +27.6% |
| 3M | -52.7% | +33.1% | -85.7% | -64.1% |
| 6M | +194.8% | +192.5% | +2.3% | +23.7% |
| All | +194.8% | +194.7% | +0.1% | +23.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling