+116.4%
HPE vs ON
+41.6%
+74.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.9% | -3.8% | -4.8% |
| 7D | -17.0% | -5.8% | -11.2% | -14.6% |
| 30D | -26.7% | -17.1% | -9.6% | -20.6% |
| 3M | -4.1% | -11.8% | +7.7% | +0.7% |
| 6M | +75.4% | -30.2% | +105.6% | +97.4% |
| YTD | +111.0% | +31.6% | +79.5% | +88.2% |
| 1Y | +116.4% | +47.6% | +68.9% | +81.7% |
| All | +116.4% | +41.6% | +74.8% | +81.7% |
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