+334.0%
HPE vs ROIV
+270.3%
+63.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.2% | -4.8% | +0.7% |
| 7D | -18.7% | +5.3% | -24.1% | -19.2% |
| 30D | -37.9% | +11.9% | -49.8% | -38.6% |
| 3M | -14.4% | +10.7% | -25.1% | -15.4% |
| 6M | +48.2% | +34.9% | +13.3% | +43.8% |
| YTD | +88.6% | +79.2% | +9.4% | +77.9% |
| 1Y | +94.8% | +89.0% | +5.8% | +82.7% |
| 3Y | +202.7% | +337.3% | -134.6% | +165.0% |
| 5Y | +231.6% | +402.3% | -170.7% | +173.1% |
| All | +334.0% | +270.3% | +63.8% | +247.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling