+621.7%
HPE vs ATI
+1,153.5%
-531.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.0% | -7.5% | -5.4% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | -2.3% | +2.7% | -5.0% | -3.3% |
| 3M | -2.9% | +16.3% | -19.2% | -7.4% |
| 6M | +143.6% | +30.2% | +113.4% | +123.5% |
| YTD | +118.5% | +83.6% | +35.0% | +80.7% |
| 1Y | +129.2% | +173.0% | -43.8% | +67.7% |
| 3Y | +212.5% | +356.6% | -144.1% | +90.6% |
| 5Y | +286.9% | +1,074.2% | -787.3% | +74.9% |
| 10Y | +432.3% | +1,136.2% | -703.9% | +109.2% |
| All | +621.7% | +1,153.5% | -531.8% | +166.0% |
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