+289.4%
HPE vs COF
+116.3%
+173.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.6% | +11.9% | +12.1% |
| 7D | +19.4% | -5.1% | +24.5% | +22.9% |
| 30D | +5.6% | -6.0% | +11.6% | +9.3% |
| 3M | +33.1% | +14.8% | +18.2% | +21.7% |
| 6M | +192.5% | +15.3% | +177.1% | +164.9% |
| YTD | +160.9% | -13.0% | +174.0% | +179.5% |
| 1Y | +155.0% | -5.7% | +160.7% | +158.7% |
| 3Y | +289.4% | +118.1% | +171.3% | +162.4% |
| All | +289.4% | +116.3% | +173.1% | +162.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 3y: compounded portfolio wealth divided by compounded COF 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…
3y analysis · Full analysis span regression · 6 months rolling