+203.0%
AMAT vs HPE
+213.2%
-10.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.5% | +8.8% | +6.4% |
| 7D | -1.5% | -0.6% | -0.9% | -1.5% |
| 30D | -14.8% | -2.3% | -12.5% | -14.3% |
| 3M | -9.3% | -2.9% | -6.4% | -8.7% |
| 6M | +27.4% | +143.6% | -116.2% | -17.7% |
| YTD | +77.6% | +118.5% | -41.0% | +20.1% |
| 1Y | +188.9% | +129.2% | +59.7% | +89.5% |
| All | +203.0% | +213.2% | -10.2% | +65.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling