+362.8%
HPE vs COO
-44.2%
+406.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -6.2% | +11.3% | +6.7% |
| 7D | +13.6% | -9.0% | +22.6% | +16.1% |
| 30D | +7.7% | -16.8% | +24.5% | +12.6% |
| 3M | +22.4% | -7.5% | +29.9% | +23.7% |
| 6M | +172.6% | -16.3% | +188.9% | +184.0% |
| YTD | +147.5% | -22.5% | +170.1% | +164.7% |
| 1Y | +151.8% | -7.0% | +158.8% | +152.5% |
| 3Y | +267.1% | -27.5% | +294.5% | +286.6% |
| 5Y | +362.8% | -43.3% | +406.1% | +369.5% |
| All | +362.8% | -44.2% | +406.9% | +369.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling