+621.7%
HPE vs COO
+93.5%
+528.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -3.0% | -3.9% |
| 7D | -0.6% | -2.2% | +1.6% | +0.3% |
| 30D | -2.3% | -7.0% | +4.7% | +0.5% |
| 3M | -2.9% | +12.2% | -15.1% | -8.8% |
| 6M | +143.6% | -15.1% | +158.7% | +157.2% |
| YTD | +118.5% | -15.1% | +133.6% | +130.9% |
| 1Y | +129.2% | +2.3% | +126.9% | +121.6% |
| 3Y | +212.5% | -23.7% | +236.2% | +231.4% |
| 5Y | +286.9% | -38.9% | +325.8% | +345.5% |
| 10Y | +432.3% | +49.9% | +382.4% | +278.8% |
| All | +621.7% | +93.5% | +528.2% | +329.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling