-60.9%
ADBE vs HPE
+394.3%
-455.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +12.4% | -11.1% | -1.2% |
| 7D | -5.4% | +19.4% | -24.8% | -9.1% |
| 30D | -2.5% | +5.6% | -8.1% | -4.0% |
| 3M | +15.3% | +33.1% | -17.8% | +6.7% |
| 6M | -7.8% | +192.5% | -200.3% | -33.4% |
| YTD | -27.9% | +160.9% | -188.9% | -46.3% |
| 1Y | -28.0% | +155.0% | -183.0% | -46.4% |
| 3Y | -55.3% | +289.4% | -344.7% | -73.0% |
| All | -60.9% | +394.3% | -455.2% | -78.1% |
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 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