+540.2%
HPE vs COO
+36.7%
+503.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -6.2% | +11.3% | +7.5% |
| 7D | +13.6% | -9.0% | +22.6% | +17.4% |
| 30D | +7.7% | -16.8% | +24.5% | +15.1% |
| 3M | +22.4% | -7.5% | +29.9% | +24.6% |
| 6M | +172.6% | -16.3% | +188.9% | +187.3% |
| YTD | +147.5% | -22.5% | +170.1% | +169.8% |
| 1Y | +151.8% | -7.0% | +158.8% | +152.0% |
| 3Y | +267.1% | -27.5% | +294.5% | +293.7% |
| 5Y | +362.8% | -43.3% | +406.1% | +444.1% |
| 10Y | +540.2% | +37.6% | +502.6% | +409.4% |
| All | +540.2% | +36.7% | +503.4% | +409.4% |
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 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