+340.8%
HPE vs ROK
+44.8%
+296.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.1% | -5.1% | -5.7% |
| 7D | +1.4% | -1.6% | +3.0% | +2.2% |
| 30D | +1.5% | -5.4% | +7.0% | +4.5% |
| 3M | +21.7% | -4.0% | +25.7% | +23.3% |
| 6M | +164.2% | +13.3% | +150.8% | +146.4% |
| YTD | +132.1% | +9.3% | +122.7% | +120.4% |
| 1Y | +130.6% | +25.8% | +104.8% | +104.6% |
| 3Y | +244.1% | +49.1% | +195.0% | +171.9% |
| 5Y | +340.8% | +45.9% | +295.0% | +227.3% |
| All | +340.8% | +44.8% | +296.0% | +227.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling