+79.2%
IBM vs HPE
+228.2%
-149.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -1.5% | -9.7% | +8.2% | -0.2% |
| 30D | +8.4% | -34.8% | +43.2% | +14.7% |
| 3M | +4.2% | -12.1% | +16.3% | +4.7% |
| 6M | +7.9% | +53.7% | -45.8% | -2.9% |
| YTD | -15.2% | +101.9% | -117.1% | -27.7% |
| 1Y | -18.7% | +104.3% | -123.1% | -30.9% |
| 3Y | +79.2% | +223.1% | -143.9% | +36.4% |
| All | +79.2% | +228.2% | -149.0% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling