+246.3%
HPE vs ROP
-19.1%
+265.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.5% | -5.8% | -6.2% |
| 7D | +1.4% | -8.0% | +9.4% | +3.3% |
| 30D | +1.5% | -2.7% | +4.3% | +2.0% |
| 3M | +21.7% | +16.6% | +5.1% | +14.2% |
| 6M | +164.2% | +10.4% | +153.8% | +152.1% |
| YTD | +132.1% | -12.1% | +144.1% | +146.9% |
| 1Y | +130.6% | -23.6% | +154.3% | +165.2% |
| All | +246.3% | -19.1% | +265.4% | +274.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling