+599.2%
HPE vs ATI
+1,015.9%
-416.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.6% | +2.2% | +4.0% |
| 7D | +0.3% | +4.7% | -4.4% | -0.9% |
| 30D | -28.6% | -0.2% | -28.3% | -28.6% |
| 3M | -7.4% | -18.5% | +11.1% | -1.8% |
| 6M | +63.7% | +16.4% | +47.3% | +56.0% |
| YTD | +111.7% | +63.4% | +48.3% | +80.9% |
| 1Y | +123.5% | +91.5% | +32.0% | +82.1% |
| 3Y | +238.7% | +329.2% | -90.5% | +110.6% |
| 5Y | +261.0% | +966.7% | -705.7% | +68.4% |
| 10Y | +390.2% | +1,003.8% | -613.6% | +100.3% |
| All | +599.2% | +1,015.9% | -416.8% | +166.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling