+1,055.3%
DELL vs HPE
+333.5%
+721.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -6.2% | +0.9% | -0.3% |
| 7D | -1.9% | +1.4% | -3.3% | -3.7% |
| 30D | +14.9% | +1.5% | +13.3% | +13.3% |
| 3M | +37.2% | +21.7% | +15.5% | +18.2% |
| 6M | +254.0% | +164.2% | +89.8% | +61.6% |
| YTD | +306.1% | +132.1% | +174.1% | +105.4% |
| 1Y | +312.3% | +130.6% | +181.6% | +108.2% |
| 3Y | +654.0% | +244.1% | +409.9% | +168.0% |
| 5Y | +1,055.3% | +340.8% | +714.5% | +247.3% |
| All | +1,055.3% | +333.5% | +721.8% | +247.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling