+180.8%
NOK vs HPE
+242.3%
-61.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.2% | +4.9% | +0.6% |
| 7D | +8.7% | +1.4% | +7.3% | +8.0% |
| 30D | +12.5% | +1.5% | +11.0% | +11.8% |
| 3M | -20.7% | +21.7% | -42.5% | -25.1% |
| 6M | +36.2% | +164.2% | -128.0% | +9.9% |
| YTD | +64.1% | +132.1% | -67.9% | +35.2% |
| 1Y | +132.4% | +130.6% | +1.7% | +90.7% |
| All | +180.8% | +242.3% | -61.6% | +100.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling