+597.9%
HPE vs COP
+257.1%
+340.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.8% |
| 7D | +13.6% | +3.4% | +10.2% | +12.1% |
| 30D | -27.1% | -0.6% | -26.5% | -27.1% |
| 3M | -14.5% | +10.8% | -25.2% | -18.3% |
| 6M | +66.9% | +19.6% | +47.3% | +53.8% |
| YTD | +111.3% | +52.9% | +58.4% | +75.3% |
| 1Y | +117.5% | +62.2% | +55.3% | +75.9% |
| 3Y | +238.1% | +32.4% | +205.7% | +190.7% |
| 5Y | +292.4% | +129.7% | +162.7% | +156.9% |
| 10Y | +389.3% | +331.8% | +57.6% | +125.5% |
| All | +597.9% | +257.1% | +340.9% | +242.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling