+246.3%
HPE vs IT
-51.9%
+298.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.5% | -6.8% | -6.3% |
| 7D | +1.4% | -12.7% | +14.1% | +3.0% |
| 30D | +1.5% | -8.9% | +10.4% | +2.4% |
| 3M | +21.7% | +10.1% | +11.6% | +19.1% |
| 6M | +164.2% | +7.3% | +156.9% | +157.5% |
| YTD | +132.1% | -32.4% | +164.4% | +153.7% |
| 1Y | +130.6% | -26.6% | +157.3% | +144.6% |
| All | +246.3% | -51.9% | +298.2% | +350.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 3y: compounded portfolio wealth divided by compounded IT 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…
3y analysis · Full analysis span regression · 6 months rolling