+6.7%
AMZN vs HPE
+113.0%
-106.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -5.7% | +11.8% | +6.5% |
| 7D | +4.5% | -17.0% | +21.5% | +5.9% |
| 30D | +5.8% | -26.7% | +32.5% | +8.0% |
| 3M | -4.1% | -4.1% | 0.0% | -3.6% |
| 6M | -2.2% | +75.4% | -77.6% | -7.5% |
| YTD | +15.3% | +111.0% | -95.8% | +6.5% |
| 1Y | +6.7% | +116.4% | -109.7% | -2.0% |
| All | +6.7% | +113.0% | -106.3% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling