+77.3%
SPY vs HPE
+247.4%
-170.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.7% | -8.3% | -1.9% |
| 7D | +0.5% | +10.1% | -9.6% | -1.3% |
| 30D | -0.9% | +5.3% | -6.2% | -2.1% |
| 3M | +3.9% | +12.7% | -8.8% | +0.9% |
| 6M | +14.5% | +167.7% | -153.1% | -9.0% |
| YTD | +12.9% | +135.5% | -122.5% | -7.8% |
| 1Y | +19.4% | +143.4% | -124.0% | -3.8% |
| All | +77.3% | +247.4% | -170.1% | +26.7% |
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 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