+717.5%
HPE vs EBAY
+378.3%
+339.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.2% | +5.4% |
| 7D | +13.6% | -3.0% | +16.6% | +14.7% |
| 30D | +7.7% | -3.6% | +11.3% | +8.6% |
| 3M | +22.4% | -4.4% | +26.8% | +23.1% |
| 6M | +172.6% | +12.1% | +160.5% | +159.3% |
| YTD | +147.5% | +19.9% | +127.6% | +129.6% |
| 1Y | +151.8% | +13.4% | +138.4% | +135.4% |
| 3Y | +267.1% | +150.5% | +116.6% | +151.1% |
| 5Y | +362.8% | +54.8% | +307.9% | +262.0% |
| 10Y | +540.2% | +268.1% | +272.1% | +232.5% |
| All | +717.5% | +378.3% | +339.2% | +273.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EBAY.
Daily Out/Under-Performance
Portfolio return minus EBAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EBAY 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 EBAY 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