+402.9%
HPE vs ROIV
+232.7%
+170.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -4.6% |
| 7D | -0.6% | +0.6% | -1.2% | -0.7% |
| 30D | -2.3% | +1.0% | -3.2% | -2.4% |
| 3M | -2.9% | +18.3% | -21.2% | -4.2% |
| 6M | +143.6% | +18.3% | +125.2% | +139.5% |
| YTD | +118.5% | +61.0% | +57.6% | +108.5% |
| 1Y | +129.2% | +177.9% | -48.7% | +108.2% |
| 3Y | +212.5% | +199.1% | +13.5% | +179.6% |
| 5Y | +286.9% | +250.7% | +36.2% | +218.4% |
| All | +402.9% | +232.7% | +170.2% | +307.4% |
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