+130.6%
HPE vs O
+5.5%
+125.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.9% | -5.3% | -6.7% |
| 7D | +1.4% | -3.5% | +4.9% | -0.5% |
| 30D | +1.5% | -3.3% | +4.9% | -0.3% |
| 3M | +21.7% | -2.8% | +24.6% | +19.8% |
| 6M | +164.2% | -5.8% | +169.9% | +162.7% |
| YTD | +132.1% | +9.4% | +122.7% | +133.2% |
| 1Y | +130.6% | +5.7% | +125.0% | +131.1% |
| All | +130.6% | +5.5% | +125.1% | +131.1% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 1y: compounded portfolio wealth divided by compounded O 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…
1y analysis · Full analysis span regression · 6 months rolling