+2,046.1%
ASML vs HPE
+545.6%
+1,500.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.5% | +8.7% | +6.1% |
| 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% | -19.6% |
| YTD | +61.1% | +118.5% | -57.5% | +9.7% |
| 1Y | +129.1% | +129.2% | -0.1% | +51.3% |
| 3Y | +165.4% | +212.5% | -47.2% | +45.4% |
| 5Y | +109.5% | +286.9% | -177.4% | +3.7% |
| 10Y | +1,645.7% | +432.3% | +1,213.4% | +634.3% |
| All | +2,046.1% | +545.6% | +1,500.5% | +721.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling