+130.6%
HPE vs ROL
-38.5%
+169.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.1% | -6.3% | -6.2% |
| 7D | +1.4% | -3.2% | +4.7% | +0.8% |
| 30D | +1.5% | -6.6% | +8.2% | +0.4% |
| 3M | +21.7% | -27.3% | +49.0% | +16.7% |
| 6M | +164.2% | -38.1% | +202.2% | +161.1% |
| YTD | +132.1% | -41.8% | +173.8% | +137.7% |
| 1Y | +130.6% | -37.8% | +168.4% | +133.6% |
| All | +130.6% | -38.5% | +169.2% | +133.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling