+343.8%
HPE vs ROL
-2.9%
+346.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.5% | +10.3% | +8.1% |
| 7D | +10.1% | -3.4% | +13.6% | +10.6% |
| 30D | +5.3% | -6.9% | +12.2% | +6.2% |
| 3M | +12.7% | -24.6% | +37.3% | +17.2% |
| 6M | +167.7% | -39.5% | +207.2% | +191.2% |
| YTD | +135.5% | -41.1% | +176.6% | +158.0% |
| 1Y | +143.4% | -37.9% | +181.3% | +162.8% |
| 3Y | +249.2% | +0.8% | +248.4% | +228.2% |
| 5Y | +343.8% | -4.7% | +348.5% | +297.6% |
| All | +343.8% | -2.9% | +346.7% | +297.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling