+571.9%
HPE vs ON
+576.8%
-4.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.8% |
| 6M | +51.4% | -38.6% | +90.0% | +76.8% |
| YTD | +103.4% | +31.2% | +72.2% | +80.8% |
| 1Y | +114.4% | +47.6% | +66.8% | +82.3% |
| 3Y | +224.7% | +6.6% | +218.0% | +187.6% |
| 5Y | +277.8% | +21.3% | +256.5% | +194.9% |
| 10Y | +371.1% | +533.3% | -162.3% | +72.3% |
| All | +571.9% | +576.8% | -4.8% | +128.1% |
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