+274.7%
IONQ vs HPE
+450.9%
-176.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.7% | -5.3% | -3.1% |
| 7D | +7.1% | +10.1% | -3.0% | -0.4% |
| 30D | -8.9% | +5.3% | -14.2% | -12.8% |
| 3M | -35.6% | +12.7% | -48.2% | -41.3% |
| 6M | +13.3% | +167.7% | -154.4% | -47.6% |
| YTD | -9.8% | +135.5% | -145.3% | -54.4% |
| 1Y | -1.3% | +143.4% | -144.7% | -51.6% |
| 3Y | +109.3% | +249.2% | -139.9% | -21.5% |
| 5Y | +304.7% | +343.8% | -39.1% | +34.9% |
| All | +274.7% | +450.9% | -176.2% | +31.5% |
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