+614.1%
QQQ vs HPE
+595.7%
+18.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.7% | -7.8% | -2.4% |
| 7D | +1.5% | +10.1% | -8.6% | -1.6% |
| 30D | -0.6% | +5.3% | -5.9% | -2.6% |
| 3M | +0.4% | +12.7% | -12.3% | -4.1% |
| 6M | +20.1% | +167.7% | -147.6% | -14.6% |
| YTD | +17.2% | +135.5% | -118.2% | -13.5% |
| 1Y | +24.7% | +143.4% | -118.7% | -9.5% |
| 3Y | +96.2% | +249.2% | -153.0% | +21.1% |
| 5Y | +94.4% | +343.8% | -249.5% | +9.3% |
| 10Y | +556.7% | +495.9% | +60.8% | +221.1% |
| All | +614.1% | +595.7% | +18.4% | +221.0% |
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