+65.6%
BABA vs HPE
+545.6%
-480.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +2.4% |
| 7D | -4.8% | -0.6% | -4.2% | -4.7% |
| 30D | -11.9% | -2.3% | -9.6% | -11.8% |
| 3M | -9.3% | -2.9% | -6.4% | -9.6% |
| 6M | -14.2% | +143.6% | -157.8% | -34.5% |
| YTD | -22.0% | +118.5% | -140.6% | -38.8% |
| 1Y | -12.7% | +129.2% | -141.9% | -32.7% |
| 3Y | +26.7% | +212.5% | -185.9% | -15.4% |
| 5Y | -29.3% | +286.9% | -316.2% | -56.4% |
| 10Y | +21.2% | +432.3% | -411.1% | -34.8% |
| All | +65.6% | +545.6% | -480.0% | -20.5% |
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 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