+1,670.8%
ASML vs HPE
+437.2%
+1,233.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.5% | +8.7% | +6.2% |
| 7D | +1.1% | -0.6% | +1.7% | +1.1% |
| 30D | +2.2% | -2.3% | +4.5% | +2.6% |
| 3M | -2.3% | -2.9% | +0.6% | -2.3% |
| 6M | +23.0% | +143.6% | -120.6% | -21.2% |
| YTD | +61.1% | +118.5% | -57.5% | +7.7% |
| 1Y | +129.1% | +129.2% | -0.1% | +48.3% |
| 3Y | +165.4% | +212.5% | -47.2% | +40.6% |
| 5Y | +109.5% | +286.9% | -177.4% | -0.6% |
| All | +1,670.8% | +437.2% | +1,233.7% | +599.5% |
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