+571.9%
HPE vs O
+110.5%
+461.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.5% |
| 7D | +7.9% | -0.4% | +8.2% | +8.0% |
| 30D | -23.5% | +7.1% | -30.6% | -25.5% |
| 3M | -19.1% | -5.2% | -13.8% | -17.8% |
| 6M | +51.4% | -1.8% | +53.2% | +50.7% |
| YTD | +103.4% | +9.1% | +94.4% | +93.8% |
| 1Y | +114.4% | +9.7% | +104.7% | +103.6% |
| 3Y | +224.7% | +39.1% | +185.5% | +174.1% |
| 5Y | +277.8% | +8.4% | +269.4% | +252.2% |
| 10Y | +371.1% | +80.2% | +290.9% | +277.5% |
| All | +571.9% | +110.5% | +461.4% | +392.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling