+340.8%
HPE vs OMC
+31.0%
+309.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.5% | -7.7% | -6.8% |
| 7D | +1.4% | -6.2% | +7.7% | +3.8% |
| 30D | +1.5% | -7.6% | +9.1% | +4.3% |
| 3M | +21.7% | +7.4% | +14.4% | +16.3% |
| 6M | +164.2% | +0.1% | +164.0% | +159.3% |
| YTD | +132.1% | +0.4% | +131.6% | +125.6% |
| 1Y | +130.6% | +7.8% | +122.9% | +114.6% |
| 3Y | +244.1% | +11.8% | +232.3% | +203.6% |
| 5Y | +340.8% | +32.5% | +308.4% | +234.0% |
| All | +340.8% | +31.0% | +309.9% | +234.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling