+370.3%
HPE vs ROL
+221.5%
+148.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.6% | -6.3% | -4.3% |
| 7D | +7.9% | +3.0% | +4.9% | +7.1% |
| 30D | -23.5% | +19.8% | -43.3% | -27.0% |
| 3M | -19.1% | +7.9% | -27.0% | -21.0% |
| 6M | +51.4% | -25.6% | +77.0% | +62.8% |
| YTD | +103.4% | -34.1% | +137.6% | +126.9% |
| 1Y | +114.4% | -31.4% | +145.8% | +135.6% |
| 3Y | +224.7% | +4.7% | +220.0% | +203.4% |
| 5Y | +277.8% | +15.6% | +262.2% | +233.7% |
| All | +370.3% | +221.5% | +148.7% | +149.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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