+116.4%
HPE vs ONON
+8.5%
+108.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +5.8% | -11.5% | -6.0% |
| 7D | -17.0% | +20.9% | -37.9% | -18.2% |
| 30D | -26.7% | +21.1% | -47.9% | -27.8% |
| 3M | -4.1% | +2.7% | -6.8% | -4.7% |
| 6M | +75.4% | +12.6% | +62.8% | +71.0% |
| YTD | +111.0% | -16.9% | +127.9% | +114.3% |
| 1Y | +116.4% | +6.7% | +109.8% | +107.2% |
| All | +116.4% | +8.5% | +108.0% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 1y: compounded portfolio wealth divided by compounded ONON 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…
1y analysis · Full analysis span regression · 6 months rolling