+802.1%
AMZN vs HPE
+545.6%
+256.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +1.0% |
| 7D | -3.0% | -0.6% | -2.4% | -2.9% |
| 30D | -5.2% | -2.3% | -2.9% | -5.0% |
| 3M | +1.9% | -2.9% | +4.7% | +1.5% |
| 6M | +19.2% | +143.6% | -124.3% | -10.2% |
| YTD | +12.0% | +118.5% | -106.5% | -13.4% |
| 1Y | +9.7% | +129.2% | -119.5% | -16.8% |
| 3Y | +87.2% | +212.5% | -125.4% | +25.4% |
| 5Y | +48.7% | +286.9% | -238.3% | -7.0% |
| 10Y | +569.3% | +432.3% | +137.0% | +278.0% |
| All | +802.1% | +545.6% | +256.4% | +374.0% |
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 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