+269.4%
HPE vs O
+28.0%
+241.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.6% | +5.0% |
| 7D | +13.6% | -2.3% | +15.9% | +13.4% |
| 30D | +7.7% | -2.4% | +10.2% | +7.4% |
| 3M | +22.4% | -0.6% | +23.0% | +22.1% |
| 6M | +172.6% | -5.0% | +177.6% | +172.6% |
| YTD | +147.5% | +10.4% | +137.1% | +146.0% |
| 1Y | +151.8% | +6.6% | +145.2% | +150.7% |
| All | +269.4% | +28.0% | +241.4% | +255.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling