+129.2%
HPE vs ROST
+54.0%
+75.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.4% |
| 7D | -0.6% | +0.9% | -1.5% | -0.8% |
| 30D | -2.3% | -8.9% | +6.6% | +0.1% |
| 3M | -2.9% | -0.8% | -2.0% | -3.3% |
| 6M | +143.6% | +8.5% | +135.1% | +133.2% |
| YTD | +118.5% | +28.6% | +89.9% | +99.2% |
| 1Y | +129.2% | +52.3% | +76.9% | +94.5% |
| All | +129.2% | +54.0% | +75.2% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1y: compounded portfolio wealth divided by compounded ROST 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…
1y analysis · Full analysis span regression · 6 months rolling