+3.6%
GOOG vs HPE
+113.0%
-109.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.7% | +8.9% | +3.4% |
| 7D | -10.7% | -17.0% | +6.2% | -10.1% |
| 30D | -16.4% | -26.7% | +10.3% | -15.7% |
| 3M | -23.4% | -4.1% | -19.3% | -23.2% |
| 6M | -24.2% | +75.4% | -99.7% | -27.5% |
| YTD | -8.3% | +111.0% | -119.3% | -13.8% |
| 1Y | +3.6% | +116.4% | -112.8% | -2.4% |
| All | +3.6% | +113.0% | -109.5% | -2.4% |
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 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