+261.0%
HPE vs ATI
+974.7%
-713.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.6% | +2.2% | +3.9% |
| 7D | +0.3% | +4.7% | -4.4% | -1.1% |
| 30D | -28.6% | -0.2% | -28.3% | -28.6% |
| 3M | -7.4% | -18.5% | +11.1% | -0.8% |
| 6M | +63.7% | +16.4% | +47.3% | +54.7% |
| YTD | +111.7% | +63.4% | +48.3% | +75.9% |
| 1Y | +123.5% | +91.5% | +32.0% | +75.5% |
| 3Y | +238.7% | +329.2% | -90.5% | +91.2% |
| 5Y | +261.0% | +966.7% | -705.7% | +45.5% |
| All | +261.0% | +974.7% | -713.6% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling