-22.2%
AMAT vs HPE
+49.4%
-71.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.5% |
| 7D | -14.7% | -18.7% | +4.0% | -5.8% |
| 30D | -36.1% | -37.9% | +1.8% | -20.9% |
| 3M | -36.9% | -14.4% | -22.5% | -33.1% |
| 6M | -22.2% | +48.2% | -70.4% | -31.1% |
| All | -22.2% | +49.4% | -71.5% | -31.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling