+621.7%
HPE vs O
+117.1%
+504.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -4.2% |
| 7D | -0.6% | -0.7% | +0.2% | -0.3% |
| 30D | -2.3% | -1.9% | -0.4% | -1.6% |
| 3M | -2.9% | +3.8% | -6.7% | -4.8% |
| 6M | +143.6% | -4.7% | +148.3% | +146.0% |
| YTD | +118.5% | +12.5% | +106.0% | +106.7% |
| 1Y | +129.2% | +10.8% | +118.4% | +117.7% |
| 3Y | +212.5% | +28.8% | +183.7% | +173.8% |
| 5Y | +286.9% | +13.2% | +273.7% | +255.5% |
| 10Y | +432.3% | +53.5% | +378.9% | +331.8% |
| All | +621.7% | +117.1% | +504.6% | +425.2% |
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 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