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  • HPE vs FIVE✓SelectedUSD · FIVEHPE vs FIVE performance historyLatest closeAs of+5.12%09/09
Stock and ETF performance explorer

HPE vs FIVE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+540.2%
FIVE return
+486.0%
Excess return
+54.2%
Maximum drawdown
-56.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioFIVEExcessAlpha
1D+5.1%-2.7%+7.9%+5.9%
7D+13.6%+1.7%+12.0%+12.9%
30D+7.7%+5.0%+2.7%+6.0%
3M+22.4%+29.5%-7.1%+13.2%
6M+172.6%+12.4%+160.2%+160.5%
YTD+147.5%+31.2%+116.3%+126.3%
1Y+151.8%+72.9%+78.9%+112.6%
3Y+267.1%+53.0%+214.0%+197.2%
5Y+362.8%+34.2%+328.6%+272.7%
10Y+540.2%+497.6%+42.5%+250.6%
All+540.2%+486.0%+54.2%+250.6%

Cumulative growth

Daily Returns

Daily percentage return beside FIVE.

Daily Out/Under-Performance

Portfolio return minus FIVE return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FIVE 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 FIVE 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