+2,571.5%
AMAT vs HPE
+496.6%
+2,074.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | -2.5% | -9.7% | +7.3% | +3.5% |
| 30D | -26.5% | -34.8% | +8.2% | -7.6% |
| 3M | -28.6% | -12.1% | -16.5% | -24.9% |
| 6M | -14.2% | +53.7% | -68.0% | -34.8% |
| YTD | +45.5% | +101.9% | -56.5% | -6.1% |
| 1Y | +59.3% | +104.3% | -45.0% | +1.9% |
| 3Y | +153.1% | +223.1% | -70.0% | +17.5% |
| 5Y | +158.2% | +249.2% | -91.0% | +14.1% |
| 10Y | +1,370.8% | +372.4% | +998.4% | +430.8% |
| All | +2,571.5% | +496.6% | +2,074.9% | +739.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling