+364.7%
HPE vs ROIV
+292.3%
+72.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.7% |
| 7D | -9.7% | +14.3% | -24.0% | -11.0% |
| 30D | -34.8% | +16.2% | -51.0% | -35.8% |
| 3M | -12.1% | +15.1% | -27.2% | -13.5% |
| 6M | +53.7% | +44.2% | +9.5% | +48.1% |
| YTD | +101.9% | +89.8% | +12.1% | +89.3% |
| 1Y | +104.3% | +94.6% | +9.8% | +91.0% |
| 3Y | +223.1% | +367.5% | -144.5% | +181.0% |
| 5Y | +249.2% | +421.4% | -172.2% | +185.6% |
| All | +364.7% | +292.3% | +72.4% | +269.8% |
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 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