+597.9%
HPE vs ON
+602.2%
-4.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +13.6% | +17.0% | -3.4% | +7.3% |
| 30D | -27.1% | -3.9% | -23.2% | -25.8% |
| 3M | -14.5% | -11.5% | -3.0% | -10.6% |
| 6M | +66.9% | -29.2% | +96.1% | +85.4% |
| YTD | +111.3% | +36.2% | +75.2% | +85.2% |
| 1Y | +117.5% | +49.6% | +67.8% | +83.9% |
| 3Y | +238.1% | +9.4% | +228.7% | +196.6% |
| 5Y | +292.4% | +25.8% | +266.6% | +202.2% |
| 10Y | +389.3% | +557.1% | -167.8% | +76.6% |
| All | +597.9% | +602.2% | -4.2% | +133.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling