+563.1%
HPE vs OMC
+34.2%
+528.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.6% | +13.0% | +12.7% |
| 7D | +19.4% | -4.4% | +23.8% | +21.8% |
| 30D | +5.6% | -7.6% | +13.2% | +9.5% |
| 3M | +33.1% | +4.5% | +28.5% | +27.3% |
| 6M | +192.5% | -0.3% | +192.7% | +185.7% |
| YTD | +160.9% | -0.1% | +161.0% | +150.8% |
| 1Y | +155.0% | +4.6% | +150.3% | +136.0% |
| 3Y | +289.4% | +10.5% | +278.9% | +237.8% |
| 5Y | +395.7% | +31.7% | +363.9% | +271.3% |
| All | +563.1% | +34.2% | +528.9% | +345.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling