+115.1%
NOK vs HPE
+394.3%
-279.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +12.4% | -7.6% | +0.4% |
| 7D | +11.0% | +19.4% | -8.4% | +3.9% |
| 30D | +7.8% | +5.6% | +2.2% | +5.3% |
| 3M | -21.0% | +33.1% | -54.1% | -28.7% |
| 6M | +40.9% | +192.5% | -151.6% | +0.4% |
| YTD | +72.0% | +160.9% | -88.9% | +26.1% |
| 1Y | +140.9% | +155.0% | -14.1% | +76.7% |
| 3Y | +194.3% | +289.4% | -95.1% | +74.4% |
| All | +115.1% | +394.3% | -279.2% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling