+390.2%
HPE vs COO
+40.2%
+350.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.0% | +5.8% | +5.2% |
| 7D | +0.3% | -2.3% | +2.6% | +1.2% |
| 30D | -28.6% | +13.3% | -41.8% | -32.1% |
| 3M | -7.4% | -18.1% | +10.7% | -1.4% |
| 6M | +63.7% | +6.7% | +57.0% | +54.2% |
| YTD | +111.7% | -23.2% | +134.9% | +129.3% |
| 1Y | +123.5% | -12.3% | +135.8% | +128.2% |
| 3Y | +238.7% | -23.6% | +262.2% | +251.4% |
| 5Y | +261.0% | -38.7% | +299.7% | +304.2% |
| 10Y | +390.2% | +42.2% | +348.0% | +293.1% |
| All | +390.2% | +40.2% | +350.0% | +293.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling