+227.2%
IONQ vs HPE
+368.6%
-141.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +6.2% | +2.2% | +4.1% |
| 7D | +25.5% | -7.1% | +32.6% | +32.2% |
| 30D | -11.4% | -35.3% | +23.9% | +18.9% |
| 3M | -20.5% | -10.4% | -10.0% | -17.3% |
| 6M | -28.2% | +52.5% | -80.7% | -50.8% |
| YTD | -21.2% | +100.3% | -121.5% | -56.7% |
| 1Y | -40.4% | +106.4% | -146.8% | -68.1% |
| 3Y | +214.7% | +227.4% | -12.7% | +19.3% |
| 5Y | +56.9% | +250.6% | -193.7% | -42.9% |
| All | +227.2% | +368.6% | -141.4% | +24.8% |
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