+386.3%
HPE vs ROIV
+280.9%
+105.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.3% | +0.3% |
| 7D | +13.6% | +9.2% | +4.4% | +12.5% |
| 30D | -27.1% | +19.9% | -47.0% | -28.5% |
| 3M | -14.5% | +10.6% | -25.1% | -15.5% |
| 6M | +66.9% | +36.1% | +30.9% | +61.8% |
| YTD | +111.3% | +84.3% | +27.0% | +98.7% |
| 1Y | +117.5% | +87.6% | +29.9% | +104.0% |
| 3Y | +238.1% | +353.9% | -115.8% | +195.0% |
| 5Y | +292.4% | +376.1% | -83.7% | +219.8% |
| All | +386.3% | +280.9% | +105.4% | +288.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling