+191.0%
ADBE vs HPE
+595.7%
-404.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +7.7% | -11.2% | -5.4% |
| 7D | -10.1% | +10.1% | -20.2% | -12.3% |
| 30D | -3.0% | +5.3% | -8.3% | -4.6% |
| 3M | +5.0% | +12.7% | -7.7% | +0.2% |
| 6M | -9.3% | +167.7% | -177.0% | -34.1% |
| YTD | -26.5% | +135.5% | -161.9% | -44.8% |
| 1Y | -28.3% | +143.4% | -171.7% | -47.0% |
| 3Y | -54.1% | +249.2% | -303.3% | -71.1% |
| 5Y | -61.2% | +343.8% | -405.1% | -77.6% |
| 10Y | +152.5% | +495.9% | -343.4% | +27.0% |
| All | +191.0% | +595.7% | -404.7% | +34.1% |
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