+563.1%
HPE vs ROK
+357.9%
+205.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.7% | +10.8% | +11.5% |
| 7D | +19.4% | -1.2% | +20.7% | +20.3% |
| 30D | +5.6% | -4.8% | +10.4% | +8.5% |
| 3M | +33.1% | -6.1% | +39.2% | +36.8% |
| 6M | +192.5% | +15.5% | +177.0% | +168.9% |
| YTD | +160.9% | +11.2% | +149.8% | +144.8% |
| 1Y | +155.0% | +23.8% | +131.1% | +125.9% |
| 3Y | +289.4% | +53.1% | +236.3% | +197.9% |
| 5Y | +395.7% | +48.3% | +347.4% | +272.7% |
| All | +563.1% | +357.9% | +205.2% | +188.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling