+4,770.1%
DELL vs HPE
+477.5%
+4,292.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.7% | -5.9% | -3.4% |
| 7D | +25.6% | +10.1% | +15.5% | +17.4% |
| 30D | +17.7% | +5.3% | +12.4% | +13.8% |
| 3M | +33.4% | +12.7% | +20.8% | +24.5% |
| 6M | +266.2% | +167.7% | +98.5% | +92.6% |
| YTD | +328.0% | +135.5% | +192.5% | +145.1% |
| 1Y | +339.6% | +143.4% | +196.2% | +145.9% |
| 3Y | +694.6% | +249.2% | +445.4% | +249.7% |
| 5Y | +1,122.0% | +343.8% | +778.1% | +375.2% |
| 10Y | +4,062.5% | +495.9% | +3,566.6% | +1,308.3% |
| All | +4,770.1% | +477.5% | +4,292.6% | +1,543.2% |
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