+193.0%
ARM vs HPE
+201.0%
-8.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +6.2% | +0.5% | +2.4% |
| 7D | -5.3% | -7.1% | +1.8% | 0.0% |
| 30D | -30.0% | -35.3% | +5.2% | -5.8% |
| 3M | -34.1% | -10.4% | -23.6% | -30.0% |
| 6M | -12.6% | +52.5% | -65.1% | -37.0% |
| YTD | +70.4% | +100.3% | -29.8% | +0.6% |
| 1Y | +22.3% | +106.4% | -84.1% | -29.7% |
| 3Y | +261.2% | +227.4% | +33.8% | +40.0% |
| All | +193.0% | +201.0% | -8.0% | +22.7% |
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