+128.9%
ASML vs HPE
+202.5%
-73.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.4% | +3.6% | +4.5% |
| 7D | -9.0% | -18.7% | +9.7% | -1.5% |
| 30D | -21.0% | -37.9% | +16.9% | -5.7% |
| 3M | -16.3% | -14.4% | -1.9% | -12.7% |
| 6M | -7.5% | +48.2% | -55.7% | -24.3% |
| YTD | +34.0% | +88.6% | -54.6% | -1.7% |
| 1Y | +39.3% | +94.8% | -55.5% | +0.5% |
| 3Y | +128.9% | +202.7% | -73.8% | +28.9% |
| All | +128.9% | +202.5% | -73.7% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling