+237.8%
HPE vs ATI
+328.8%
-91.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.6% | +2.2% | +3.9% |
| 7D | +0.3% | +4.7% | -4.4% | -1.2% |
| 30D | -28.6% | -0.2% | -28.3% | -28.6% |
| 3M | -7.4% | -18.5% | +11.1% | -0.5% |
| 6M | +63.7% | +16.4% | +47.3% | +54.6% |
| YTD | +111.7% | +63.4% | +48.3% | +75.2% |
| 1Y | +123.5% | +91.5% | +32.0% | +74.5% |
| All | +237.8% | +328.8% | -91.0% | +96.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling