+155.0%
HPE vs ROST
+55.6%
+99.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.3% | +10.1% | +11.7% |
| 7D | +19.4% | +0.2% | +19.2% | +19.3% |
| 30D | +5.6% | -6.9% | +12.5% | +7.6% |
| 3M | +33.1% | -3.3% | +36.4% | +33.6% |
| 6M | +192.5% | +9.0% | +183.4% | +179.0% |
| YTD | +160.9% | +28.9% | +132.1% | +136.0% |
| 1Y | +155.0% | +54.0% | +101.0% | +112.4% |
| All | +155.0% | +55.6% | +99.4% | +112.4% |
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 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