+289.4%
HPE vs ADSK
-3.2%
+292.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.4% | +12.1% | +12.3% |
| 7D | +19.4% | -2.5% | +21.9% | +20.2% |
| 30D | +5.6% | -14.9% | +20.5% | +10.8% |
| 3M | +33.1% | +3.3% | +29.7% | +28.7% |
| 6M | +192.5% | -15.7% | +208.1% | +205.0% |
| YTD | +160.9% | -28.2% | +189.2% | +196.5% |
| 1Y | +155.0% | -34.5% | +189.5% | +205.5% |
| 3Y | +289.4% | -2.9% | +292.3% | +265.5% |
| All | +289.4% | -3.2% | +292.6% | +265.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling