+140.5%
IBM vs HPE
+546.3%
-405.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.1% | -1.7% | +1.9% |
| 7D | +3.6% | +13.6% | -10.1% | -0.5% |
| 30D | +1.5% | +7.7% | -6.2% | -1.2% |
| 3M | -12.9% | +22.4% | -35.3% | -19.8% |
| 6M | -3.9% | +172.6% | -176.5% | -32.7% |
| YTD | -17.3% | +147.5% | -164.9% | -40.3% |
| 1Y | -5.0% | +151.8% | -156.8% | -32.2% |
| 3Y | +78.2% | +267.1% | -188.8% | +4.8% |
| 5Y | +120.6% | +362.8% | -242.1% | +14.2% |
| All | +140.5% | +546.3% | -405.9% | +5.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling