+761.8%
HPE vs ADSK
+309.2%
+452.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.4% | +12.1% | +12.3% |
| 7D | +19.4% | -2.5% | +21.9% | +20.3% |
| 30D | +5.6% | -14.9% | +20.5% | +11.3% |
| 3M | +33.1% | +3.3% | +29.7% | +29.0% |
| 6M | +192.5% | -15.7% | +208.1% | +201.9% |
| YTD | +160.9% | -28.2% | +189.2% | +186.0% |
| 1Y | +155.0% | -34.5% | +189.5% | +189.7% |
| 3Y | +289.4% | -2.9% | +292.3% | +278.4% |
| 5Y | +395.7% | -25.3% | +421.0% | +404.4% |
| 10Y | +574.8% | +217.8% | +357.1% | +245.3% |
| All | +761.8% | +309.2% | +452.6% | +300.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling