+269.4%
HPE vs ROK
+50.3%
+219.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.5% |
| 7D | +13.6% | +0.2% | +13.5% | +13.4% |
| 30D | +7.7% | -1.8% | +9.5% | +8.7% |
| 3M | +22.4% | -7.2% | +29.6% | +26.5% |
| 6M | +172.6% | +14.2% | +158.4% | +151.5% |
| YTD | +147.5% | +10.6% | +136.9% | +132.5% |
| 1Y | +151.8% | +25.9% | +125.9% | +121.1% |
| All | +269.4% | +50.3% | +219.1% | +176.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling