+292.4%
HPE vs ROP
+2.3%
+290.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +13.6% | -2.7% | +16.3% | +14.3% |
| 30D | -27.1% | +29.7% | -56.8% | -32.9% |
| 3M | -14.5% | +21.2% | -35.7% | -19.8% |
| 6M | +66.9% | +48.3% | +18.7% | +40.8% |
| YTD | +111.3% | +8.4% | +102.9% | +108.3% |
| 1Y | +117.5% | +6.0% | +111.5% | +117.0% |
| 3Y | +238.1% | -5.6% | +243.7% | +256.4% |
| 5Y | +292.4% | +1.3% | +291.1% | +272.8% |
| All | +292.4% | +2.3% | +290.0% | +272.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling