+143.4%
HPE vs ROIV
+221.6%
-78.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +18.8% | -11.0% | +4.1% |
| 7D | +10.1% | +20.2% | -10.0% | +6.2% |
| 30D | +5.3% | +14.1% | -8.9% | +2.3% |
| 3M | +12.7% | +45.6% | -32.9% | +7.2% |
| 6M | +167.7% | +44.1% | +123.5% | +152.4% |
| YTD | +135.5% | +91.2% | +44.3% | +112.5% |
| 1Y | +143.4% | +221.3% | -77.9% | +99.8% |
| All | +143.4% | +221.6% | -78.2% | +99.8% |
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