+724.9%
DELL vs HPE
+284.9%
+440.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +12.4% | -0.5% | +2.1% |
| 7D | +8.2% | +19.4% | -11.2% | -6.3% |
| 30D | +17.1% | +5.6% | +11.5% | +11.9% |
| 3M | +45.2% | +33.1% | +12.1% | +17.0% |
| 6M | +286.8% | +192.5% | +94.3% | +68.0% |
| YTD | +354.8% | +160.9% | +193.9% | +115.1% |
| 1Y | +358.3% | +155.0% | +203.3% | +119.1% |
| 3Y | +724.9% | +289.4% | +435.5% | +194.4% |
| All | +724.9% | +284.9% | +440.0% | +194.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling