+563.1%
HPE vs HPQ
+259.7%
+303.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +8.4% | +4.0% | +7.3% |
| 7D | +19.4% | +9.8% | +9.6% | +12.7% |
| 30D | +5.6% | +22.4% | -16.7% | -7.4% |
| 3M | +33.1% | +45.2% | -12.1% | +3.4% |
| 6M | +192.5% | +96.4% | +96.0% | +84.1% |
| YTD | +160.9% | +65.4% | +95.5% | +83.2% |
| 1Y | +155.0% | +31.6% | +123.4% | +106.3% |
| 3Y | +289.4% | +37.0% | +252.4% | +198.8% |
| 5Y | +395.7% | +53.0% | +342.7% | +243.1% |
| All | +563.1% | +259.7% | +303.4% | +190.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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