+621.7%
HPE vs ROL
+240.0%
+381.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.4% | -4.9% | -4.6% |
| 7D | -0.6% | -1.4% | +0.8% | -0.2% |
| 30D | -2.3% | -4.1% | +1.8% | -1.2% |
| 3M | -2.9% | -22.5% | +19.6% | +4.2% |
| 6M | +143.6% | -37.7% | +181.2% | +179.5% |
| YTD | +118.5% | -39.6% | +158.1% | +153.3% |
| 1Y | +129.2% | -36.0% | +165.2% | +159.2% |
| 3Y | +212.5% | -5.1% | +217.7% | +199.5% |
| 5Y | +286.9% | -3.4% | +290.3% | +259.6% |
| 10Y | +432.3% | +215.2% | +217.1% | +128.9% |
| All | +621.7% | +240.0% | +381.7% | +213.2% |
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