+249.2%
HPE vs COO
-41.3%
+290.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -9.7% | +4.5% | -14.2% | -10.6% |
| 30D | -34.8% | +16.9% | -51.7% | -37.3% |
| 3M | -12.1% | -16.7% | +4.6% | -8.4% |
| 6M | +53.7% | +5.9% | +47.8% | +47.9% |
| YTD | +101.9% | -22.4% | +124.4% | +115.4% |
| 1Y | +104.3% | -10.1% | +114.4% | +107.5% |
| 3Y | +223.1% | -22.8% | +245.8% | +232.1% |
| 5Y | +249.2% | -41.4% | +290.6% | +264.6% |
| All | +249.2% | -41.3% | +290.5% | +264.6% |
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