-13.3%
IBM vs HPE
+113.0%
-126.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.7% | +7.4% | +2.5% |
| 7D | +0.4% | -17.0% | +17.4% | +3.0% |
| 30D | +14.8% | -26.7% | +41.5% | +19.6% |
| 3M | +8.9% | -4.1% | +13.1% | +7.5% |
| 6M | +12.4% | +75.4% | -63.0% | -8.3% |
| YTD | -12.4% | +111.0% | -123.4% | -33.8% |
| 1Y | -13.3% | +116.4% | -129.7% | -35.2% |
| All | -13.3% | +113.0% | -126.3% | -35.2% |
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