+12.3%
QQQ vs HPE
+113.0%
-100.8%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.7% | +6.6% | +1.9% |
| 7D | -4.6% | -17.0% | +12.3% | -1.6% |
| 30D | -8.5% | -26.7% | +18.2% | -3.8% |
| 3M | -4.3% | -4.1% | -0.2% | -4.5% |
| 6M | +3.1% | +75.4% | -72.4% | -8.4% |
| YTD | +13.0% | +111.0% | -98.0% | -3.2% |
| 1Y | +12.3% | +116.4% | -104.2% | -4.5% |
| All | +12.3% | +113.0% | -100.8% | -4.5% |
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