+565.7%
AMZN vs HPE
+581.3%
-15.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +12.4% | -10.5% | -1.3% |
| 7D | -0.7% | +19.4% | -20.1% | -5.6% |
| 30D | -3.9% | +5.6% | -9.5% | -5.9% |
| 3M | +6.3% | +33.1% | -26.7% | -3.0% |
| 6M | +20.8% | +192.5% | -171.7% | -14.9% |
| YTD | +11.2% | +160.9% | -149.7% | -19.3% |
| 1Y | +11.7% | +155.0% | -143.3% | -18.9% |
| 3Y | +79.4% | +289.4% | -210.0% | +10.1% |
| 5Y | +48.0% | +395.7% | -347.6% | -16.1% |
| All | +565.7% | +581.3% | -15.7% | +239.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling