+362.8%
HPE vs ATI
+1,086.3%
-723.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.3% |
| 7D | +13.6% | +2.4% | +11.2% | +12.6% |
| 30D | +7.7% | -9.5% | +17.2% | +11.3% |
| 3M | +22.4% | +10.4% | +12.0% | +17.9% |
| 6M | +172.6% | +31.8% | +140.8% | +145.7% |
| YTD | +147.5% | +80.0% | +67.5% | +100.0% |
| 1Y | +151.8% | +175.8% | -24.0% | +74.8% |
| 3Y | +267.1% | +364.2% | -97.2% | +104.5% |
| 5Y | +362.8% | +1,076.9% | -714.1% | +93.1% |
| All | +362.8% | +1,086.3% | -723.6% | +93.1% |
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 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