+563.1%
HPE vs EQIX
+246.8%
+316.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.4% | +11.1% | +12.0% |
| 7D | +19.4% | +0.2% | +19.2% | +19.4% |
| 30D | +5.6% | -2.5% | +8.1% | +6.7% |
| 3M | +33.1% | 0.0% | +33.1% | +33.3% |
| 6M | +192.5% | +7.6% | +184.8% | +186.3% |
| YTD | +160.9% | +37.5% | +123.4% | +134.3% |
| 1Y | +155.0% | +32.9% | +122.1% | +131.5% |
| 3Y | +289.4% | +42.8% | +246.7% | +243.0% |
| 5Y | +395.7% | +35.8% | +359.8% | +332.6% |
| All | +563.1% | +246.8% | +316.3% | +321.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 10y: compounded portfolio wealth divided by compounded EQIX 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…
10y analysis · Full analysis span regression · 6 months rolling