+563.1%
HPE vs ROST
+317.9%
+245.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.3% | +10.1% | +11.4% |
| 7D | +19.4% | +0.2% | +19.2% | +19.3% |
| 30D | +5.6% | -6.9% | +12.5% | +9.0% |
| 3M | +33.1% | -3.3% | +36.4% | +34.4% |
| 6M | +192.5% | +9.0% | +183.4% | +178.7% |
| YTD | +160.9% | +28.9% | +132.1% | +128.9% |
| 1Y | +155.0% | +54.0% | +101.0% | +105.1% |
| 3Y | +289.4% | +100.7% | +188.7% | +172.5% |
| 5Y | +395.7% | +116.0% | +279.6% | +222.2% |
| All | +563.1% | +317.9% | +245.2% | +224.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling