+247.2%
AMAT vs HPE
+288.9%
-41.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.5% | +8.8% | +6.7% |
| 7D | -1.5% | -0.6% | -0.9% | -1.5% |
| 30D | -14.8% | -2.3% | -12.5% | -14.2% |
| 3M | -9.3% | -2.9% | -6.4% | -8.5% |
| 6M | +27.4% | +143.6% | -116.2% | -25.0% |
| YTD | +77.6% | +118.5% | -41.0% | +10.3% |
| 1Y | +188.9% | +129.2% | +59.7% | +72.8% |
| 3Y | +202.3% | +212.5% | -10.2% | +38.9% |
| All | +247.2% | +288.9% | -41.7% | +33.2% |
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 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