+489.7%
HPE vs ROP
+135.7%
+354.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.5% | -5.8% | -6.0% |
| 7D | +1.4% | -8.0% | +9.4% | +5.7% |
| 30D | +1.5% | -2.7% | +4.3% | +2.6% |
| 3M | +21.7% | +16.6% | +5.1% | +9.3% |
| 6M | +164.2% | +10.4% | +153.8% | +143.1% |
| YTD | +132.1% | -12.1% | +144.1% | +142.6% |
| 1Y | +130.6% | -23.6% | +154.3% | +162.1% |
| 3Y | +244.1% | -19.3% | +263.4% | +273.9% |
| 5Y | +340.8% | -15.4% | +356.2% | +356.3% |
| All | +489.7% | +135.7% | +354.1% | +234.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling