+289.4%
HPE vs ORLY
+34.2%
+255.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.4% | +12.1% | +12.5% |
| 7D | +19.4% | -2.4% | +21.8% | +19.1% |
| 30D | +5.6% | -6.8% | +12.4% | +4.9% |
| 3M | +33.1% | -4.8% | +37.8% | +32.6% |
| 6M | +192.5% | -9.1% | +201.5% | +191.3% |
| YTD | +160.9% | -5.9% | +166.8% | +160.5% |
| 1Y | +155.0% | -20.4% | +175.4% | +154.0% |
| 3Y | +289.4% | +36.6% | +252.8% | +287.4% |
| All | +289.4% | +34.2% | +255.2% | +287.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling