+563.1%
HPE vs ATI
+1,154.1%
-591.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.1% | +12.6% | +12.5% |
| 7D | +19.4% | -5.6% | +25.0% | +21.7% |
| 30D | +5.6% | -13.7% | +19.4% | +10.7% |
| 3M | +33.1% | -0.4% | +33.4% | +32.9% |
| 6M | +192.5% | +26.2% | +166.2% | +169.2% |
| YTD | +160.9% | +73.2% | +87.7% | +116.3% |
| 1Y | +155.0% | +161.6% | -6.6% | +84.2% |
| 3Y | +289.4% | +346.2% | -56.8% | +128.8% |
| 5Y | +395.7% | +1,047.6% | -652.0% | +108.9% |
| All | +563.1% | +1,154.1% | -591.0% | +150.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling