+351.9%
SPY vs HPE
+545.6%
-193.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.8% |
| 7D | +0.1% | -0.6% | +0.7% | +0.2% |
| 30D | +0.1% | -2.3% | +2.3% | +0.4% |
| 3M | +2.0% | -2.9% | +4.9% | +1.7% |
| 6M | +13.0% | +143.6% | -130.6% | -15.5% |
| YTD | +13.5% | +118.5% | -105.0% | -12.7% |
| 1Y | +20.0% | +129.2% | -109.2% | -9.7% |
| 3Y | +77.2% | +212.5% | -135.3% | +15.7% |
| 5Y | +81.9% | +286.9% | -205.0% | +8.5% |
| 10Y | +314.1% | +432.3% | -118.3% | +111.1% |
| All | +351.9% | +545.6% | -193.8% | +112.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling