+563.1%
HPE vs ORLY
+363.8%
+199.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.4% | +12.1% | +12.3% |
| 7D | +19.4% | -2.4% | +21.8% | +20.2% |
| 30D | +5.6% | -6.8% | +12.4% | +7.7% |
| 3M | +33.1% | -4.8% | +37.8% | +34.2% |
| 6M | +192.5% | -9.1% | +201.5% | +197.8% |
| YTD | +160.9% | -5.9% | +166.8% | +162.1% |
| 1Y | +155.0% | -20.4% | +175.4% | +169.8% |
| 3Y | +289.4% | +36.6% | +252.8% | +231.4% |
| 5Y | +395.7% | +117.3% | +278.3% | +247.8% |
| All | +563.1% | +363.8% | +199.3% | +266.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ORLY.
Daily Out/Under-Performance
Portfolio return minus ORLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORLY 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 10y: compounded portfolio wealth divided by compounded ORLY 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…
10y analysis · Full analysis span regression · 6 months rolling