+621.7%
HPE vs ROP
+151.4%
+470.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.6% | -0.9% | -2.6% |
| 7D | -0.6% | -4.4% | +3.8% | +1.9% |
| 30D | -2.3% | +3.2% | -5.5% | -4.1% |
| 3M | -2.9% | +23.1% | -25.9% | -15.2% |
| 6M | +143.6% | +13.3% | +130.3% | +121.5% |
| YTD | +118.5% | -7.9% | +126.4% | +123.3% |
| 1Y | +129.2% | -22.1% | +151.3% | +158.6% |
| 3Y | +212.5% | -16.8% | +229.3% | +235.2% |
| 5Y | +286.9% | -13.5% | +300.4% | +297.9% |
| 10Y | +432.3% | +137.7% | +294.7% | +179.2% |
| All | +621.7% | +151.4% | +470.3% | +281.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling