+362.8%
HPE vs ROP
-16.4%
+379.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.5% | +5.6% |
| 7D | +13.6% | -6.1% | +19.8% | +16.1% |
| 30D | +7.7% | -3.4% | +11.1% | +8.8% |
| 3M | +22.4% | +16.7% | +5.7% | +12.8% |
| 6M | +172.6% | +8.1% | +164.5% | +159.4% |
| YTD | +147.5% | -11.7% | +159.2% | +160.1% |
| 1Y | +151.8% | -24.2% | +176.0% | +187.4% |
| 3Y | +267.1% | -19.0% | +286.0% | +300.5% |
| 5Y | +362.8% | -15.9% | +378.6% | +357.0% |
| All | +362.8% | -16.4% | +379.2% | +357.0% |
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