+116.4%
HPE vs ROIV
+97.8%
+18.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +6.1% | -11.7% | -6.9% |
| 7D | -17.0% | +3.0% | -20.0% | -17.5% |
| 30D | -26.7% | +6.8% | -33.6% | -27.8% |
| 3M | -4.1% | +10.5% | -14.7% | -6.3% |
| 6M | +75.4% | +34.8% | +40.6% | +68.1% |
| YTD | +111.0% | +76.2% | +34.9% | +93.6% |
| 1Y | +116.4% | +92.4% | +24.0% | +96.1% |
| All | +116.4% | +97.8% | +18.6% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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