+249.2%
HPE vs ATI
+361.7%
-112.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.6% | +9.3% | +8.3% |
| 7D | +10.1% | +3.2% | +7.0% | +8.8% |
| 30D | +5.3% | -9.0% | +14.3% | +8.8% |
| 3M | +12.7% | +15.1% | -2.4% | +6.6% |
| 6M | +167.7% | +38.1% | +129.5% | +136.2% |
| YTD | +135.5% | +80.7% | +54.8% | +88.1% |
| 1Y | +143.4% | +167.5% | -24.1% | +67.6% |
| 3Y | +249.2% | +366.0% | -116.8% | +98.3% |
| All | +249.2% | +361.7% | -112.6% | +98.3% |
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 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