+81.7%
SPY vs HPE
+368.2%
-286.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.6% | -1.6% |
| 7D | -0.4% | +13.6% | -14.0% | -3.4% |
| 30D | -1.4% | +7.7% | -9.1% | -3.4% |
| 3M | +3.7% | +22.4% | -18.7% | -2.1% |
| 6M | +13.0% | +172.6% | -159.6% | -15.5% |
| YTD | +12.4% | +147.5% | -135.1% | -14.0% |
| 1Y | +18.5% | +151.8% | -133.3% | -10.3% |
| 3Y | +77.6% | +267.1% | -189.4% | +13.5% |
| 5Y | +81.7% | +362.8% | -281.1% | +4.6% |
| All | +81.7% | +368.2% | -286.5% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling