+202.0%
IONQ vs HPE
+341.3%
-139.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.4% | +22.0% | +22.5% |
| 7D | +8.6% | -18.7% | +27.3% | +25.2% |
| 30D | -21.1% | -37.9% | +16.8% | +8.8% |
| 3M | -17.9% | -14.4% | -3.5% | -12.0% |
| 6M | -37.9% | +48.2% | -86.2% | -56.8% |
| YTD | -27.3% | +88.6% | -115.9% | -58.4% |
| 1Y | -43.2% | +94.8% | -138.0% | -68.4% |
| 3Y | +191.0% | +202.7% | -11.7% | +16.3% |
| 5Y | +69.3% | +231.6% | -162.4% | -35.9% |
| All | +202.0% | +341.3% | -139.3% | +19.9% |
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