+489.7%
HPE vs COP
+344.8%
+144.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.4% | -6.6% | -6.4% |
| 7D | +1.4% | +1.0% | +0.5% | +1.1% |
| 30D | +1.5% | +9.6% | -8.0% | -2.1% |
| 3M | +21.7% | +15.0% | +6.7% | +14.5% |
| 6M | +164.2% | +21.8% | +142.4% | +141.1% |
| YTD | +132.1% | +49.6% | +82.4% | +94.6% |
| 1Y | +130.6% | +49.9% | +80.8% | +92.5% |
| 3Y | +244.1% | +22.6% | +221.5% | +204.8% |
| 5Y | +340.8% | +193.6% | +147.2% | +157.3% |
| All | +489.7% | +344.8% | +144.9% | +182.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded COP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling