+755.6%
GOOGL vs HPE
+581.3%
+174.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +12.4% | -10.7% | -1.4% |
| 7D | 0.0% | +19.4% | -19.4% | -4.8% |
| 30D | -1.4% | +5.6% | -7.0% | -3.3% |
| 3M | -5.3% | +33.1% | -38.4% | -13.2% |
| 6M | +9.8% | +192.5% | -182.7% | -22.0% |
| YTD | +8.4% | +160.9% | -152.6% | -20.8% |
| 1Y | +41.2% | +155.0% | -113.8% | +3.3% |
| 3Y | +149.6% | +289.4% | -139.8% | +51.7% |
| 5Y | +142.6% | +395.7% | -253.1% | +33.3% |
| All | +755.6% | +581.3% | +174.2% | +305.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling