+20.0%
SPY vs HPE
+122.1%
-102.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.1% |
| 7D | +0.1% | -0.6% | +0.7% | +0.2% |
| 30D | +0.1% | -2.3% | +2.3% | +0.2% |
| 3M | +2.0% | -2.9% | +4.9% | +1.9% |
| 6M | +13.0% | +143.6% | -130.6% | -2.2% |
| YTD | +13.5% | +118.5% | -105.0% | 0.0% |
| 1Y | +20.0% | +129.2% | -109.2% | +5.2% |
| All | +20.0% | +122.1% | -102.1% | +5.2% |
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