+269.4%
HPE vs ON
-28.4%
+297.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.3% | +5.2% |
| 7D | +13.6% | -1.9% | +15.5% | +14.2% |
| 30D | +7.7% | -11.0% | +18.7% | +12.1% |
| 3M | +22.4% | -39.3% | +61.7% | +42.4% |
| 6M | +172.6% | +19.8% | +152.8% | +152.7% |
| YTD | +147.5% | +31.1% | +116.4% | +121.7% |
| 1Y | +151.8% | +46.0% | +105.8% | +115.5% |
| All | +269.4% | -28.4% | +297.8% | +251.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling