+155.0%
HPE vs ADSK
-34.7%
+189.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.4% | +12.1% | +12.4% |
| 7D | +19.4% | -2.5% | +21.9% | +19.4% |
| 30D | +5.6% | -14.9% | +20.5% | +5.9% |
| 3M | +33.1% | +3.3% | +29.7% | +33.4% |
| 6M | +192.5% | -15.7% | +208.1% | +204.2% |
| YTD | +160.9% | -28.2% | +189.2% | +187.1% |
| 1Y | +155.0% | -34.5% | +189.5% | +185.0% |
| All | +155.0% | -34.7% | +189.7% | +185.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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