+143.3%
DELL vs HPE
+113.0%
+30.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -5.7% | -3.2% | -3.7% |
| 7D | -24.6% | -17.0% | -7.6% | -10.3% |
| 30D | -32.5% | -26.7% | -5.8% | -10.1% |
| 3M | -20.2% | -4.1% | -16.1% | -17.6% |
| 6M | +76.5% | +75.4% | +1.1% | -3.1% |
| YTD | +198.9% | +111.0% | +87.9% | +36.0% |
| 1Y | +143.3% | +116.4% | +26.9% | +7.9% |
| All | +143.3% | +113.0% | +30.3% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling