+563.1%
HPE vs NVMI
+3,158.6%
-2,595.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.6% | +10.9% | +11.9% |
| 7D | +19.4% | -0.1% | +19.5% | +19.6% |
| 30D | +5.6% | -8.4% | +14.0% | +8.8% |
| 3M | +33.1% | -33.6% | +66.6% | +52.4% |
| 6M | +192.5% | -14.7% | +207.1% | +206.0% |
| YTD | +160.9% | +13.2% | +147.7% | +145.1% |
| 1Y | +155.0% | +29.0% | +125.9% | +127.4% |
| 3Y | +289.4% | +215.0% | +74.4% | +142.7% |
| 5Y | +395.7% | +268.6% | +127.1% | +181.2% |
| All | +563.1% | +3,158.6% | -2,595.5% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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