+345.3%
SPY vs HPE
+524.4%
-179.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +3.3% | +13.6% | -10.3% | -0.1% |
| 30D | -2.7% | -27.1% | +24.4% | +5.0% |
| 3M | -1.7% | -14.5% | +12.7% | +0.5% |
| 6M | +3.1% | +66.9% | -63.9% | -14.9% |
| YTD | +11.9% | +111.3% | -99.4% | -14.7% |
| 1Y | +12.0% | +117.5% | -105.5% | -15.6% |
| 3Y | +78.2% | +238.1% | -159.9% | +11.3% |
| 5Y | +73.2% | +292.4% | -219.1% | +1.3% |
| 10Y | +309.6% | +389.3% | -79.7% | +109.4% |
| All | +345.3% | +524.4% | -179.1% | +107.3% |
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