+621.7%
HPE vs ON
+608.4%
+13.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.0% | -5.5% | -4.8% |
| 7D | -0.6% | +2.4% | -3.0% | -1.4% |
| 30D | -2.3% | -3.3% | +1.0% | -1.2% |
| 3M | -2.9% | -43.6% | +40.7% | +16.4% |
| 6M | +143.6% | +19.0% | +124.6% | +124.3% |
| YTD | +118.5% | +37.4% | +81.2% | +90.6% |
| 1Y | +129.2% | +54.8% | +74.4% | +89.9% |
| 3Y | +212.5% | -25.2% | +237.7% | +207.6% |
| 5Y | +286.9% | +62.7% | +224.2% | +169.0% |
| 10Y | +432.3% | +574.3% | -142.0% | +89.3% |
| All | +621.7% | +608.4% | +13.3% | +140.4% |
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