+717.5%
HPE vs COF
+246.5%
+471.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.4% | +6.6% | +5.9% |
| 7D | +13.6% | -2.7% | +16.3% | +15.1% |
| 30D | +7.7% | -3.4% | +11.1% | +9.6% |
| 3M | +22.4% | +15.4% | +7.0% | +12.5% |
| 6M | +172.6% | +14.4% | +158.2% | +150.3% |
| YTD | +147.5% | -12.0% | +159.5% | +160.3% |
| 1Y | +151.8% | -3.7% | +155.5% | +152.2% |
| 3Y | +267.1% | +121.1% | +146.0% | +133.2% |
| 5Y | +362.8% | +47.8% | +314.9% | +248.3% |
| 10Y | +540.2% | +250.3% | +289.9% | +170.6% |
| All | +717.5% | +246.5% | +471.0% | +256.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling