+11.9%
COST vs HPE
+113.0%
-101.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.7% | +8.3% | +2.2% |
| 7D | +6.6% | -17.0% | +23.6% | +5.1% |
| 30D | +13.5% | -26.7% | +40.2% | +10.9% |
| 3M | +10.6% | -4.1% | +14.7% | +10.5% |
| 6M | +3.6% | +75.4% | -71.8% | +7.3% |
| YTD | +22.1% | +111.0% | -89.0% | +25.3% |
| 1Y | +11.9% | +116.4% | -104.5% | +15.1% |
| All | +11.9% | +113.0% | -101.2% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling