+916.5%
GOOG vs HPE
+595.7%
+320.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.7% | -1.9% |
| 7D | +1.1% | +10.1% | -9.1% | -1.5% |
| 30D | -5.1% | +5.3% | -10.3% | -6.6% |
| 3M | -7.1% | +12.7% | -19.8% | -10.8% |
| 6M | +12.7% | +167.7% | -155.0% | -17.2% |
| YTD | +7.1% | +135.5% | -128.4% | -18.7% |
| 1Y | +43.6% | +143.4% | -99.8% | +7.2% |
| 3Y | +146.8% | +249.2% | -102.4% | +57.7% |
| 5Y | +133.7% | +343.8% | -210.2% | +36.2% |
| 10Y | +773.3% | +495.9% | +277.5% | +346.8% |
| All | +916.5% | +595.7% | +320.9% | +388.0% |
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