+114.4%
HPE vs O
+9.0%
+105.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -4.3% |
| 7D | +7.9% | -0.4% | +8.2% | +7.5% |
| 30D | -23.5% | +7.1% | -30.6% | -19.1% |
| 3M | -19.1% | -5.2% | -13.8% | -21.0% |
| 6M | +51.4% | -1.8% | +53.2% | +51.5% |
| YTD | +103.4% | +9.1% | +94.4% | +114.9% |
| 1Y | +114.4% | +9.7% | +104.7% | +127.9% |
| All | +114.4% | +9.0% | +105.4% | +127.9% |
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