+116.4%
HPE vs ATI
+86.4%
+30.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.7% | -5.0% | -5.4% |
| 7D | -17.0% | +8.3% | -25.3% | -19.4% |
| 30D | -26.7% | -7.3% | -19.5% | -24.8% |
| 3M | -4.1% | -10.5% | +6.4% | -0.5% |
| 6M | +75.4% | +16.4% | +59.0% | +68.0% |
| YTD | +111.0% | +56.1% | +55.0% | +77.8% |
| 1Y | +116.4% | +86.5% | +29.9% | +62.9% |
| All | +116.4% | +86.4% | +30.0% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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