+95.3%
NOK vs HPE
+595.7%
-500.3%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.7% | -1.6% | +3.2% |
| 7D | +7.3% | +10.1% | -2.9% | +3.2% |
| 30D | +13.8% | +5.3% | +8.5% | +11.4% |
| 3M | -27.0% | +12.7% | -39.7% | -30.2% |
| 6M | +37.6% | +167.7% | -130.1% | -4.0% |
| YTD | +64.6% | +135.5% | -70.8% | +19.6% |
| 1Y | +132.0% | +143.4% | -11.4% | +65.3% |
| 3Y | +183.7% | +249.2% | -65.5% | +64.6% |
| 5Y | +101.3% | +343.8% | -242.5% | +3.6% |
| 10Y | +122.4% | +495.9% | -373.5% | -1.3% |
| All | +95.3% | +595.7% | -500.3% | -21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling