+124.8%
AAPL vs HPE
+333.5%
-208.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.2% | +9.8% | +5.0% |
| 7D | -0.5% | +1.4% | -1.9% | -1.1% |
| 30D | +7.1% | +1.5% | +5.6% | +6.1% |
| 3M | +12.1% | +21.7% | -9.6% | +5.2% |
| 6M | +25.4% | +164.2% | -138.7% | -8.2% |
| YTD | +20.5% | +132.1% | -111.6% | -8.6% |
| 1Y | +44.5% | +130.6% | -86.1% | +9.1% |
| 3Y | +85.8% | +244.1% | -158.4% | +14.5% |
| 5Y | +124.8% | +340.8% | -216.1% | +25.3% |
| All | +124.8% | +333.5% | -208.8% | +25.3% |
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