+717.5%
HPE vs NVMI
+3,501.6%
-2,784.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +5.4% |
| 7D | +13.6% | +6.9% | +6.7% | +10.8% |
| 30D | +7.7% | -2.8% | +10.6% | +8.6% |
| 3M | +22.4% | -27.3% | +49.7% | +35.5% |
| 6M | +172.6% | -13.7% | +186.3% | +183.8% |
| YTD | +147.5% | +13.8% | +133.7% | +131.9% |
| 1Y | +151.8% | +34.9% | +116.9% | +121.0% |
| 3Y | +267.1% | +213.5% | +53.5% | +128.9% |
| 5Y | +362.8% | +272.5% | +90.3% | +161.5% |
| 10Y | +540.2% | +3,142.4% | -2,602.2% | +80.2% |
| All | +717.5% | +3,501.6% | -2,784.2% | +114.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling