-17.0%
AAOI vs HPE
+194.7%
-211.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +12.4% | -10.4% | -8.5% |
| 7D | -0.2% | +19.4% | -19.6% | -15.8% |
| 30D | -23.7% | +5.6% | -29.3% | -28.2% |
| 3M | -39.0% | +33.1% | -72.1% | -52.6% |
| 6M | -17.0% | +192.5% | -209.5% | -75.7% |
| All | -17.0% | +194.7% | -211.7% | -75.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling