+1,162.1%
AMAT vs HPE
+354.9%
+807.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.5% |
| 7D | -14.7% | -18.7% | +4.0% | -4.1% |
| 30D | -36.1% | -37.9% | +1.8% | -16.9% |
| 3M | -36.9% | -14.4% | -22.5% | -32.7% |
| 6M | -22.2% | +48.2% | -70.4% | -40.6% |
| YTD | +29.9% | +88.6% | -58.7% | -15.0% |
| 1Y | +43.3% | +94.8% | -51.5% | -8.3% |
| 3Y | +142.7% | +202.7% | -60.0% | +11.3% |
| 5Y | +126.2% | +231.6% | -105.4% | -2.8% |
| All | +1,162.1% | +354.9% | +807.2% | +335.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling