+571.9%
HPE vs ROL
+270.6%
+301.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.6% | -6.3% | -4.4% |
| 7D | +7.9% | +3.0% | +4.9% | +7.0% |
| 30D | -23.5% | +19.8% | -43.3% | -27.4% |
| 3M | -19.1% | +7.9% | -27.0% | -21.3% |
| 6M | +51.4% | -25.6% | +77.0% | +63.7% |
| YTD | +103.4% | -34.1% | +137.6% | +128.8% |
| 1Y | +114.4% | -31.4% | +145.8% | +137.3% |
| 3Y | +224.7% | +4.7% | +220.0% | +201.3% |
| 5Y | +277.8% | +15.6% | +262.2% | +229.6% |
| 10Y | +371.1% | +220.6% | +150.5% | +105.9% |
| All | +571.9% | +270.6% | +301.4% | +182.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling