+159.3%
IBM vs HPE
+545.6%
-386.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +1.4% |
| 7D | -0.3% | -0.6% | +0.3% | -0.2% |
| 30D | +0.3% | -2.3% | +2.6% | +0.5% |
| 3M | -21.6% | -2.9% | -18.7% | -22.4% |
| 6M | -4.7% | +143.6% | -148.3% | -30.4% |
| YTD | -19.1% | +118.5% | -137.6% | -38.8% |
| 1Y | -2.5% | +129.2% | -131.7% | -27.8% |
| 3Y | +74.2% | +212.5% | -138.4% | +9.6% |
| 5Y | +113.1% | +286.9% | -173.8% | +20.1% |
| 10Y | +133.5% | +432.3% | -298.8% | +10.8% |
| All | +159.3% | +545.6% | -386.3% | +12.2% |
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 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