+646.4%
ADI vs HPE
+595.7%
+50.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.7% | -7.5% | -2.9% |
| 7D | +2.4% | +10.1% | -7.7% | -1.8% |
| 30D | -6.6% | +5.3% | -11.9% | -9.1% |
| 3M | -9.8% | +12.7% | -22.5% | -15.1% |
| 6M | +15.7% | +167.7% | -152.0% | -26.1% |
| YTD | +35.1% | +135.5% | -100.3% | -9.4% |
| 1Y | +47.7% | +143.4% | -95.7% | -3.2% |
| 3Y | +114.5% | +249.2% | -134.7% | +14.9% |
| 5Y | +141.2% | +343.8% | -202.6% | +14.8% |
| 10Y | +611.3% | +495.9% | +115.4% | +187.6% |
| All | +646.4% | +595.7% | +50.7% | +179.2% |
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