+20.3%
ARM vs HPE
+100.7%
-80.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +6.2% | +0.5% | +2.6% |
| 7D | -5.3% | -7.1% | +1.8% | -0.3% |
| 30D | -30.0% | -35.3% | +5.2% | -7.9% |
| 3M | -34.1% | -10.4% | -23.6% | -30.0% |
| 6M | -12.6% | +52.5% | -65.1% | -33.4% |
| YTD | +70.4% | +100.3% | -29.8% | +11.2% |
| All | +20.3% | +100.7% | -80.4% | -21.8% |
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