+14,546.7%
NVDA vs HPE
+581.3%
+13,965.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.4% | -12.5% | -6.2% |
| 7D | -5.1% | +19.4% | -24.5% | -14.0% |
| 30D | -2.5% | +5.6% | -8.1% | -6.3% |
| 3M | +6.7% | +33.1% | -26.4% | -10.0% |
| 6M | +17.6% | +192.5% | -174.8% | -37.8% |
| YTD | +17.3% | +160.9% | -143.6% | -34.7% |
| 1Y | +23.5% | +155.0% | -131.5% | -31.0% |
| 3Y | +384.6% | +289.4% | +95.2% | +103.7% |
| 5Y | +875.4% | +395.7% | +479.7% | +262.0% |
| All | +14,546.7% | +581.3% | +13,965.4% | +4,301.2% |
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