+599.2%
HPE vs COP
+251.4%
+347.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.2% | +4.2% |
| 7D | +0.3% | +0.7% | -0.4% | +0.1% |
| 30D | -28.6% | +0.2% | -28.8% | -28.7% |
| 3M | -7.4% | +10.2% | -17.6% | -11.3% |
| 6M | +63.7% | +20.1% | +43.6% | +50.5% |
| YTD | +111.7% | +50.5% | +61.2% | +76.7% |
| 1Y | +123.5% | +56.8% | +66.7% | +83.1% |
| 3Y | +238.7% | +30.3% | +208.4% | +193.0% |
| 5Y | +261.0% | +126.8% | +134.2% | +137.4% |
| 10Y | +390.2% | +325.0% | +65.2% | +127.3% |
| All | +599.2% | +251.4% | +347.7% | +244.8% |
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