+621.7%
HPE vs COP
+242.3%
+379.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.4% | -4.1% |
| 7D | -0.6% | +3.0% | -3.6% | -1.8% |
| 30D | -2.3% | +17.5% | -19.8% | -8.4% |
| 3M | -2.9% | +13.4% | -16.2% | -8.2% |
| 6M | +143.6% | +17.7% | +125.8% | +125.3% |
| YTD | +118.5% | +46.6% | +71.9% | +85.0% |
| 1Y | +129.2% | +44.6% | +84.6% | +94.2% |
| 3Y | +212.5% | +20.7% | +191.8% | +178.8% |
| 5Y | +286.9% | +185.0% | +101.9% | +131.0% |
| 10Y | +432.3% | +347.0% | +85.4% | +142.7% |
| All | +621.7% | +242.3% | +379.5% | +261.1% |
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