+606.1%
COST vs HPE
+581.3%
+24.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.4% | -12.2% | -1.5% |
| 7D | -1.2% | +19.4% | -20.6% | -3.8% |
| 30D | -4.7% | +5.6% | -10.3% | -5.7% |
| 3M | -7.1% | +33.1% | -40.2% | -11.6% |
| 6M | -8.5% | +192.5% | -201.0% | -25.2% |
| YTD | +5.4% | +160.9% | -155.5% | -12.3% |
| 1Y | -5.6% | +155.0% | -160.6% | -21.5% |
| 3Y | +68.5% | +289.4% | -220.9% | +25.0% |
| 5Y | +105.2% | +395.7% | -290.4% | +43.2% |
| All | +606.1% | +581.3% | +24.7% | +357.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling