+147.3%
IBM vs HPE
+370.3%
-223.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +2.0% |
| 7D | +1.6% | +7.9% | -6.3% | -0.7% |
| 30D | +9.2% | -23.5% | +32.7% | +16.7% |
| 3M | +4.9% | -19.1% | +24.0% | +8.9% |
| 6M | +16.8% | +51.4% | -34.6% | -2.9% |
| YTD | -14.3% | +103.4% | -117.7% | -35.8% |
| 1Y | -16.7% | +114.4% | -131.1% | -38.8% |
| 3Y | +82.2% | +224.7% | -142.4% | +8.1% |
| 5Y | +149.9% | +277.8% | -127.8% | +34.9% |
| All | +147.3% | +370.3% | -223.0% | +16.7% |
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