+185.7%
IONQ vs HPE
+394.5%
-208.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.2% | -9.2% | -9.3% |
| 7D | +16.8% | +13.6% | +3.2% | +7.1% |
| 30D | -11.1% | -27.1% | +16.0% | +9.6% |
| 3M | -31.7% | -14.5% | -17.3% | -26.5% |
| 6M | -44.8% | +66.9% | -111.7% | -64.5% |
| YTD | -31.2% | +111.3% | -142.5% | -63.7% |
| 1Y | -39.1% | +117.5% | -156.6% | -68.5% |
| 3Y | +189.5% | +238.1% | -48.6% | +7.3% |
| 5Y | +53.2% | +292.4% | -239.2% | -46.2% |
| All | +185.7% | +394.5% | -208.7% | +4.8% |
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