+363.4%
ORCL vs HPE
+479.1%
-115.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.7% | -5.4% | -0.5% |
| 7D | +15.0% | +10.1% | +4.9% | +10.9% |
| 30D | +10.5% | +5.3% | +5.3% | +8.4% |
| 3M | -23.0% | +12.7% | -35.7% | -26.7% |
| 6M | +7.0% | +167.7% | -160.7% | -26.2% |
| YTD | -15.8% | +135.5% | -151.3% | -39.4% |
| 1Y | -31.1% | +143.4% | -174.5% | -51.2% |
| 3Y | +33.3% | +249.2% | -215.9% | -19.5% |
| 5Y | +94.3% | +343.8% | -249.5% | +5.6% |
| 10Y | +363.4% | +495.9% | -132.5% | +111.9% |
| All | +363.4% | +479.1% | -115.7% | +111.9% |
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 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