+73.7%
AMAT vs HPE
+115.8%
-42.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.8% | +1.2% | +3.8% |
| 7D | +7.0% | +0.3% | +6.6% | +7.2% |
| 30D | -20.6% | -28.6% | +8.0% | -8.7% |
| 3M | -24.8% | -7.4% | -17.4% | -23.0% |
| 6M | -10.7% | +63.7% | -74.4% | -26.0% |
| YTD | +54.3% | +111.7% | -57.4% | +18.2% |
| 1Y | +73.7% | +123.5% | -49.8% | +31.5% |
| All | +73.7% | +115.8% | -42.1% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling