+1,504.8%
ASML vs HPE
+381.7%
+1,123.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.2% | 0.0% | +3.5% |
| 7D | -0.8% | -7.1% | +6.3% | +2.5% |
| 30D | -14.9% | -35.3% | +20.4% | +2.5% |
| 3M | -13.0% | -10.4% | -2.5% | -10.6% |
| 6M | -4.7% | +52.5% | -57.2% | -25.1% |
| YTD | +42.3% | +100.3% | -58.0% | -2.6% |
| 1Y | +49.7% | +106.4% | -56.7% | +0.6% |
| 3Y | +144.3% | +227.4% | -83.1% | +24.4% |
| 5Y | +86.4% | +250.6% | -164.2% | -8.6% |
| 10Y | +1,504.8% | +365.4% | +1,139.5% | +580.0% |
| All | +1,504.8% | +381.7% | +1,123.1% | +580.0% |
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