+47.5%
ASML vs HPE
+111.3%
-63.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +1.1% |
| 7D | +4.9% | +7.9% | -2.9% | +2.3% |
| 30D | -9.3% | -23.5% | +14.2% | -1.7% |
| 3M | -19.0% | -19.1% | +0.1% | -14.1% |
| 6M | -5.2% | +51.4% | -56.6% | -18.1% |
| YTD | +40.6% | +103.4% | -62.8% | +12.4% |
| 1Y | +47.5% | +114.4% | -66.9% | +16.9% |
| All | +47.5% | +111.3% | -63.8% | +16.9% |
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 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