+1,553.7%
ASML vs HPE
+373.5%
+1,180.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | -2.9% | -9.7% | +6.9% | +1.7% |
| 30D | -15.2% | -34.8% | +19.6% | +1.8% |
| 3M | -12.9% | -12.1% | -0.8% | -9.7% |
| 6M | -5.0% | +53.7% | -58.8% | -25.6% |
| YTD | +41.8% | +101.9% | -60.1% | -3.3% |
| 1Y | +46.0% | +104.3% | -58.3% | -1.4% |
| 3Y | +133.5% | +223.1% | -89.6% | +19.7% |
| 5Y | +93.0% | +249.2% | -156.2% | -5.2% |
| All | +1,553.7% | +373.5% | +1,180.2% | +601.6% |
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