+171.8%
IBM vs HPE
+496.6%
-324.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -1.5% | -9.7% | +8.2% | +1.0% |
| 30D | +8.4% | -34.8% | +43.2% | +21.0% |
| 3M | +4.2% | -12.1% | +16.3% | +5.4% |
| 6M | +7.9% | +53.7% | -45.8% | -10.3% |
| YTD | -15.2% | +101.9% | -117.1% | -35.9% |
| 1Y | -18.7% | +104.3% | -123.1% | -38.9% |
| 3Y | +79.2% | +223.1% | -143.9% | +8.4% |
| 5Y | +144.7% | +249.2% | -104.5% | +39.6% |
| 10Y | +141.6% | +372.4% | -230.8% | +15.9% |
| All | +171.8% | +496.6% | -324.8% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling