+116.4%
HPE vs COO
-7.7%
+124.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +5.9% | -11.6% | -4.6% |
| 7D | -17.0% | +8.4% | -25.4% | -15.7% |
| 30D | -26.7% | +13.5% | -40.2% | -25.1% |
| 3M | -4.1% | -13.8% | +9.6% | -3.9% |
| 6M | +75.4% | +4.7% | +70.7% | +75.4% |
| YTD | +111.0% | -21.4% | +132.4% | +142.3% |
| 1Y | +116.4% | -6.7% | +123.2% | +125.4% |
| All | +116.4% | -7.7% | +124.1% | +125.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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