+283.0%
ORCL vs HPE
+491.8%
-208.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.2% | -3.0% | +1.0% |
| 7D | +0.5% | -7.1% | +7.6% | +3.1% |
| 30D | -15.3% | -35.3% | +20.0% | -1.4% |
| 3M | -18.2% | -10.4% | -7.8% | -15.8% |
| 6M | -38.4% | +52.5% | -90.9% | -47.8% |
| YTD | -37.7% | +100.3% | -138.0% | -52.3% |
| 1Y | -49.3% | +106.4% | -155.6% | -61.6% |
| 3Y | +10.6% | +227.4% | -216.8% | -30.7% |
| 5Y | +35.5% | +250.6% | -215.1% | -18.4% |
| 10Y | +251.6% | +365.4% | -113.8% | +81.1% |
| All | +283.0% | +491.8% | -208.8% | +78.5% |
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 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