-28.0%
ORCL vs HPE
+122.1%
-150.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.5% | +7.6% | +5.0% |
| 7D | +5.3% | -0.6% | +5.8% | +5.4% |
| 30D | +10.0% | -2.3% | +12.3% | +10.9% |
| 3M | -32.6% | -2.9% | -29.7% | -32.3% |
| 6M | +4.9% | +143.6% | -138.6% | -27.1% |
| YTD | -17.8% | +118.5% | -136.3% | -40.1% |
| 1Y | -28.0% | +129.2% | -157.2% | -56.5% |
| All | -28.0% | +122.1% | -150.1% | -56.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling