+489.7%
HPE vs ON
+596.1%
-106.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.1% | -5.1% | -5.9% |
| 7D | +1.4% | -4.7% | +6.2% | +3.0% |
| 30D | +1.5% | -13.5% | +15.0% | +6.7% |
| 3M | +21.7% | -36.3% | +58.1% | +39.3% |
| 6M | +164.2% | +17.8% | +146.4% | +144.5% |
| YTD | +132.1% | +29.6% | +102.5% | +106.7% |
| 1Y | +130.6% | +45.8% | +84.9% | +95.4% |
| 3Y | +244.1% | -28.3% | +272.5% | +243.3% |
| 5Y | +340.8% | +49.6% | +291.2% | +217.6% |
| All | +489.7% | +596.1% | -106.4% | +132.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling