+362.8%
HPE vs O
+12.6%
+350.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.6% | +5.4% |
| 7D | +13.6% | -2.3% | +15.9% | +14.1% |
| 30D | +7.7% | -2.4% | +10.2% | +8.1% |
| 3M | +22.4% | -0.6% | +23.0% | +22.0% |
| 6M | +172.6% | -5.0% | +177.6% | +174.4% |
| YTD | +147.5% | +10.4% | +137.1% | +139.0% |
| 1Y | +151.8% | +6.6% | +145.2% | +145.3% |
| 3Y | +267.1% | +28.4% | +238.7% | +230.2% |
| 5Y | +362.8% | +15.3% | +347.5% | +342.2% |
| All | +362.8% | +12.6% | +350.2% | +342.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling