+343.8%
HPE vs ROIV
+316.9%
+27.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +18.8% | -11.0% | +5.8% |
| 7D | +10.1% | +20.2% | -10.0% | +8.1% |
| 30D | +5.3% | +14.1% | -8.9% | +3.8% |
| 3M | +12.7% | +45.6% | -32.9% | +8.7% |
| 6M | +167.7% | +44.1% | +123.5% | +157.9% |
| YTD | +135.5% | +91.2% | +44.3% | +120.6% |
| 1Y | +143.4% | +221.3% | -77.9% | +117.5% |
| 3Y | +249.2% | +229.2% | +20.0% | +207.7% |
| 5Y | +343.8% | +316.5% | +27.4% | +259.9% |
| All | +343.8% | +316.9% | +27.0% | +259.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling