+717.5%
HPE vs ROST
+398.6%
+318.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.8% | +6.9% | +5.9% |
| 7D | +13.6% | -2.2% | +15.9% | +14.8% |
| 30D | +7.7% | -11.4% | +19.1% | +13.6% |
| 3M | +22.4% | -1.6% | +24.0% | +22.5% |
| 6M | +172.6% | +6.8% | +165.8% | +162.1% |
| YTD | +147.5% | +25.8% | +121.7% | +119.5% |
| 1Y | +151.8% | +52.4% | +99.4% | +103.6% |
| 3Y | +267.1% | +94.4% | +172.7% | +161.0% |
| 5Y | +362.8% | +108.2% | +254.5% | +206.6% |
| 10Y | +540.2% | +308.5% | +231.7% | +212.2% |
| All | +717.5% | +398.6% | +318.9% | +262.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling