+396.0%
HPE vs ON
+60.9%
+335.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +8.5% | +3.9% | +9.5% |
| 7D | +19.4% | +2.4% | +17.0% | +18.5% |
| 30D | +5.6% | -8.6% | +14.2% | +8.9% |
| 3M | +33.1% | -34.3% | +67.4% | +50.3% |
| 6M | +192.5% | +28.5% | +163.9% | +165.1% |
| YTD | +160.9% | +40.6% | +120.3% | +128.6% |
| 1Y | +155.0% | +55.3% | +99.6% | +114.3% |
| 3Y | +289.4% | -22.2% | +311.6% | +273.2% |
| All | +396.0% | +60.9% | +335.1% | +268.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling