+224.7%
HPE vs COP
+34.5%
+190.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.6% | -5.3% | -4.2% |
| 7D | +7.9% | +4.4% | +3.5% | +6.5% |
| 30D | -23.5% | 0.0% | -23.4% | -23.5% |
| 3M | -19.1% | +15.0% | -34.1% | -22.8% |
| 6M | +51.4% | +22.0% | +29.4% | +41.0% |
| YTD | +103.4% | +55.3% | +48.1% | +70.2% |
| 1Y | +114.4% | +64.1% | +50.3% | +75.1% |
| 3Y | +224.7% | +34.1% | +190.6% | +171.7% |
| All | +224.7% | +34.5% | +190.2% | +171.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling