+78.3%
SPY vs HPE
+240.9%
-162.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +3.3% | +13.6% | -10.3% | +1.1% |
| 30D | -2.7% | -27.1% | +24.4% | +2.1% |
| 3M | -1.7% | -14.5% | +12.7% | -0.2% |
| 6M | +3.1% | +66.9% | -63.9% | -9.8% |
| YTD | +11.9% | +111.3% | -99.4% | -7.6% |
| 1Y | +12.0% | +117.5% | -105.5% | -8.3% |
| All | +78.3% | +240.9% | -162.5% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling