+529.0%
HPE vs COP
+343.2%
+185.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.0% | +4.7% |
| 7D | +13.6% | -0.5% | +14.1% | +13.9% |
| 30D | +7.7% | +11.7% | -4.0% | +3.0% |
| 3M | +22.4% | +17.7% | +4.7% | +13.9% |
| 6M | +172.6% | +18.3% | +154.3% | +151.7% |
| YTD | +147.5% | +49.1% | +98.5% | +107.9% |
| 1Y | +151.8% | +53.3% | +98.5% | +108.3% |
| 3Y | +267.1% | +22.2% | +244.9% | +225.6% |
| 5Y | +362.8% | +193.3% | +169.4% | +170.2% |
| All | +529.0% | +343.2% | +185.9% | +201.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling