+114.4%
HPE vs ATI
+81.3%
+33.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.7% | 0.0% | -2.2% |
| 7D | +7.9% | +4.2% | +3.7% | +6.2% |
| 30D | -23.5% | -2.5% | -21.0% | -22.7% |
| 3M | -19.1% | -19.4% | +0.4% | -12.3% |
| 6M | +51.4% | +11.1% | +40.3% | +47.0% |
| YTD | +103.4% | +59.5% | +43.9% | +73.1% |
| 1Y | +114.4% | +85.8% | +28.6% | +74.3% |
| All | +114.4% | +81.3% | +33.1% | +74.3% |
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