+296.4%
ARM vs HPE
+228.4%
+68.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.5% | +8.4% | +7.0% |
| 7D | +5.5% | -0.6% | +6.0% | +5.6% |
| 30D | -8.2% | -2.3% | -5.9% | -7.4% |
| 3M | -35.9% | -2.9% | -33.1% | -34.9% |
| 6M | +103.1% | +143.6% | -40.4% | +6.9% |
| YTD | +130.6% | +118.5% | +12.1% | +29.5% |
| 1Y | +86.1% | +129.2% | -43.1% | 0.0% |
| All | +296.4% | +228.4% | +68.0% | +57.9% |
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