+129.2%
HPE vs ATI
+176.2%
-47.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.0% | -7.5% | -5.5% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | -2.3% | +2.7% | -5.0% | -3.4% |
| 3M | -2.9% | +16.3% | -19.2% | -7.9% |
| 6M | +143.6% | +30.2% | +113.4% | +120.9% |
| YTD | +118.5% | +83.6% | +35.0% | +79.8% |
| 1Y | +129.2% | +173.0% | -43.8% | +71.7% |
| All | +129.2% | +176.2% | -47.0% | +71.7% |
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