+563.1%
HPE vs ROL
+211.6%
+351.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.5% | +11.9% | +12.3% |
| 7D | +19.4% | -3.2% | +22.6% | +20.3% |
| 30D | +5.6% | -4.9% | +10.5% | +6.9% |
| 3M | +33.1% | -25.8% | +58.9% | +43.6% |
| 6M | +192.5% | -37.6% | +230.0% | +231.0% |
| YTD | +160.9% | -41.5% | +202.4% | +201.2% |
| 1Y | +155.0% | -39.5% | +194.4% | +190.1% |
| 3Y | +289.4% | +0.1% | +289.3% | +266.0% |
| 5Y | +395.7% | -4.6% | +400.3% | +363.5% |
| All | +563.1% | +211.6% | +351.5% | +246.9% |
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