+252.1%
INTC vs HPE
+581.3%
-329.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +12.4% | -9.8% | -3.0% |
| 7D | +7.5% | +19.4% | -12.0% | -1.1% |
| 30D | +2.0% | +5.6% | -3.6% | -0.9% |
| 3M | -12.0% | +33.1% | -45.0% | -22.9% |
| 6M | +114.5% | +192.5% | -77.9% | +27.8% |
| YTD | +179.0% | +160.9% | +18.0% | +74.1% |
| 1Y | +318.3% | +155.0% | +163.3% | +162.3% |
| 3Y | +171.2% | +289.4% | -118.2% | +33.9% |
| 5Y | +107.6% | +395.7% | -288.1% | -9.2% |
| All | +252.1% | +581.3% | -329.2% | +34.3% |
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