+265.9%
IONQ vs HPE
+411.3%
-145.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +4.4% |
| 7D | +0.8% | -0.6% | +1.4% | +1.1% |
| 30D | -1.0% | -2.3% | +1.3% | +0.1% |
| 3M | -39.8% | -2.9% | -36.9% | -38.7% |
| 6M | +6.4% | +143.6% | -137.1% | -47.2% |
| YTD | -11.9% | +118.5% | -130.4% | -53.0% |
| 1Y | -6.2% | +129.2% | -135.4% | -51.9% |
| 3Y | +125.7% | +212.5% | -86.8% | -8.3% |
| 5Y | +296.0% | +286.9% | +9.1% | +40.4% |
| All | +265.9% | +411.3% | -145.4% | +35.6% |
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