+118.0%
NOK vs HPE
+122.1%
-4.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.5% | +7.1% | +4.8% |
| 7D | -1.8% | -0.6% | -1.2% | -1.8% |
| 30D | +4.7% | -2.3% | +7.0% | +5.6% |
| 3M | -39.7% | -2.9% | -36.8% | -39.6% |
| 6M | +23.1% | +143.6% | -120.5% | -7.3% |
| YTD | +55.0% | +118.5% | -63.5% | +19.0% |
| 1Y | +118.0% | +129.2% | -11.2% | +61.4% |
| All | +118.0% | +122.1% | -4.1% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 HPE 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