+571.9%
HPE vs ROP
+197.0%
+374.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.2% | -3.9% |
| 7D | +7.9% | +0.7% | +7.2% | +7.5% |
| 30D | -23.5% | +28.8% | -52.3% | -33.2% |
| 3M | -19.1% | +21.1% | -40.1% | -27.7% |
| 6M | +51.4% | +52.5% | -1.1% | +16.3% |
| YTD | +103.4% | +8.9% | +94.6% | +88.3% |
| 1Y | +114.4% | +8.2% | +106.2% | +99.0% |
| 3Y | +224.7% | -5.2% | +229.8% | +222.6% |
| 5Y | +277.8% | +1.7% | +276.0% | +254.2% |
| 10Y | +371.1% | +185.4% | +185.7% | +121.7% |
| All | +571.9% | +197.0% | +374.9% | +222.0% |
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 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