+571.9%
HPE vs NDAQ
+608.0%
-36.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.6% | -3.6% |
| 7D | +7.9% | +1.3% | +6.6% | +7.2% |
| 30D | -23.5% | +18.0% | -41.4% | -30.1% |
| 3M | -19.1% | +11.5% | -30.6% | -23.9% |
| 6M | +51.4% | +21.1% | +30.3% | +34.5% |
| YTD | +103.4% | +12.8% | +90.6% | +86.0% |
| 1Y | +114.4% | +25.7% | +88.7% | +84.1% |
| 3Y | +224.7% | +116.8% | +107.9% | +105.5% |
| 5Y | +277.8% | +67.3% | +210.5% | +170.3% |
| 10Y | +371.1% | +473.3% | -102.2% | +51.2% |
| All | +571.9% | +608.0% | -36.1% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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