+13.5%
SPY vs HPE
+111.3%
-97.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.4% | 0.0% |
| 7D | +2.6% | +7.9% | -5.3% | +1.7% |
| 30D | -2.0% | -23.5% | +21.5% | +0.4% |
| 3M | -2.8% | -19.1% | +16.3% | -1.3% |
| 6M | +2.1% | +51.4% | -49.3% | -4.6% |
| YTD | +11.5% | +103.4% | -92.0% | -0.9% |
| 1Y | +13.5% | +114.4% | -100.9% | -0.2% |
| All | +13.5% | +111.3% | -97.8% | -0.2% |
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