+92.7%
ASML vs HPE
+264.7%
-172.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.8% | -3.1% | -0.5% |
| 7D | +2.5% | +0.3% | +2.2% | +2.4% |
| 30D | -12.2% | -28.6% | +16.3% | +1.9% |
| 3M | -14.6% | -7.4% | -7.3% | -13.7% |
| 6M | -1.7% | +63.7% | -65.4% | -27.5% |
| YTD | +44.3% | +111.7% | -67.4% | -8.0% |
| 1Y | +51.0% | +123.5% | -72.5% | -7.0% |
| 3Y | +137.6% | +238.7% | -101.1% | +3.6% |
| 5Y | +92.7% | +261.0% | -168.3% | -23.4% |
| All | +92.7% | +264.7% | -172.0% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling