-31.1%
ORCL vs HPE
+142.4%
-173.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.7% | -5.4% | -0.9% |
| 7D | +15.0% | +10.1% | +4.9% | +10.2% |
| 30D | +10.5% | +5.3% | +5.3% | +8.0% |
| 3M | -23.0% | +12.7% | -35.7% | -27.3% |
| 6M | +7.0% | +167.7% | -160.7% | -28.3% |
| YTD | -15.8% | +135.5% | -151.3% | -40.5% |
| 1Y | -31.1% | +143.4% | -174.5% | -58.3% |
| All | -31.1% | +142.4% | -173.4% | -58.3% |
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