+129.2%
HPE vs ON
+56.1%
+73.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.0% | -5.5% | -4.9% |
| 7D | -0.6% | +2.4% | -3.0% | -1.5% |
| 30D | -2.3% | -3.3% | +1.0% | -1.0% |
| 3M | -2.9% | -43.6% | +40.7% | +17.2% |
| 6M | +143.6% | +19.0% | +124.6% | +128.3% |
| YTD | +118.5% | +37.4% | +81.2% | +97.3% |
| 1Y | +129.2% | +54.8% | +74.4% | +98.6% |
| All | +129.2% | +56.1% | +73.1% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 1y: compounded portfolio wealth divided by compounded ON 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…
1y analysis · Full analysis span regression · 6 months rolling