+147.1%
AMAT vs HPE
+278.3%
-131.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.7% | +1.0% | -0.7% |
| 7D | +11.4% | +7.9% | +3.5% | +7.1% |
| 30D | -17.0% | -23.5% | +6.4% | -3.8% |
| 3M | -30.6% | -19.1% | -11.5% | -23.5% |
| 6M | -14.9% | +51.4% | -66.3% | -35.5% |
| YTD | +44.7% | +103.4% | -58.8% | -8.9% |
| 1Y | +66.9% | +114.4% | -47.5% | +1.4% |
| 3Y | +153.3% | +224.7% | -71.4% | +6.8% |
| All | +147.1% | +278.3% | -131.2% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling