+249.2%
HPE vs ROL
+1.0%
+248.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.5% | +10.3% | +7.7% |
| 7D | +10.1% | -3.4% | +13.6% | +10.2% |
| 30D | +5.3% | -6.9% | +12.2% | +5.4% |
| 3M | +12.7% | -24.6% | +37.3% | +13.6% |
| 6M | +167.7% | -39.5% | +207.2% | +178.9% |
| YTD | +135.5% | -41.1% | +176.6% | +147.5% |
| 1Y | +143.4% | -37.9% | +181.3% | +153.3% |
| 3Y | +249.2% | +0.8% | +248.4% | +224.1% |
| All | +249.2% | +1.0% | +248.1% | +224.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling