+488.6%
AAOI vs HPE
+670.9%
-182.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +12.4% | -10.4% | -7.2% |
| 7D | -0.2% | +19.4% | -19.6% | -13.5% |
| 30D | -23.7% | +5.6% | -29.3% | -27.7% |
| 3M | -39.0% | +33.1% | -72.1% | -50.1% |
| 6M | -17.0% | +192.5% | -209.5% | -62.7% |
| YTD | +202.2% | +160.9% | +41.3% | +46.8% |
| 1Y | +292.4% | +155.0% | +137.4% | +97.3% |
| 3Y | +804.4% | +289.4% | +515.0% | +270.4% |
| 5Y | +1,318.0% | +395.7% | +922.4% | +407.9% |
| 10Y | +436.7% | +574.8% | -138.1% | +53.8% |
| All | +488.6% | +670.9% | -182.3% | +49.0% |
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