+116.4%
HPE vs ROP
+10.4%
+106.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.9% | -9.6% | -4.4% |
| 7D | -17.0% | +11.7% | -28.7% | -14.0% |
| 30D | -26.7% | +35.5% | -62.2% | -20.4% |
| 3M | -4.1% | +25.6% | -29.8% | +3.1% |
| 6M | +75.4% | +39.3% | +36.2% | +88.1% |
| YTD | +111.0% | +11.6% | +99.4% | +138.1% |
| 1Y | +116.4% | +10.6% | +105.8% | +146.9% |
| All | +116.4% | +10.4% | +106.0% | +146.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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