-2.5%
IBM vs HPE
+122.1%
-124.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.9% |
| 7D | -0.3% | -0.6% | +0.3% | -0.2% |
| 30D | +0.3% | -2.3% | +2.6% | +0.4% |
| 3M | -21.6% | -2.9% | -18.7% | -21.0% |
| 6M | -4.7% | +143.6% | -148.3% | -28.1% |
| YTD | -19.1% | +118.5% | -137.6% | -37.1% |
| 1Y | -2.5% | +129.2% | -131.7% | -23.2% |
| All | -2.5% | +122.1% | -124.6% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 1y: compounded portfolio wealth divided by compounded HPE 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…
1y analysis · Full analysis span regression · 6 months rolling