+48.5%
BABA vs HPE
+525.5%
-477.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.8% | -6.0% | -2.3% |
| 7D | -3.6% | +0.3% | -3.9% | -4.1% |
| 30D | -8.4% | -28.6% | +20.2% | -1.6% |
| 3M | -20.6% | -7.4% | -13.2% | -21.2% |
| 6M | -25.4% | +63.7% | -89.0% | -37.6% |
| YTD | -30.1% | +111.7% | -141.8% | -46.0% |
| 1Y | -36.3% | +123.5% | -159.8% | -51.6% |
| 3Y | +30.4% | +238.7% | -208.3% | -17.2% |
| 5Y | -35.7% | +261.0% | -296.8% | -60.5% |
| 10Y | +16.0% | +390.2% | -374.2% | -37.8% |
| All | +48.5% | +525.5% | -477.0% | -29.8% |
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