+370.3%
HPE vs ON
+533.9%
-163.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.6% | -0.1% | -2.4% |
| 7D | +7.9% | +12.2% | -4.4% | +3.5% |
| 30D | -23.5% | -3.1% | -20.3% | -22.3% |
| 3M | -19.1% | -12.9% | -6.2% | -14.9% |
| 6M | +51.4% | -38.6% | +90.0% | +76.5% |
| YTD | +103.4% | +31.2% | +72.2% | +81.2% |
| 1Y | +114.4% | +47.6% | +66.8% | +82.8% |
| 3Y | +224.7% | +6.6% | +218.0% | +188.1% |
| 5Y | +277.8% | +21.3% | +256.5% | +196.3% |
| All | +370.3% | +533.9% | -163.6% | +97.9% |
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