+2,761.7%
AVGO vs HPE
+506.0%
+2,255.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.2% | +5.3% | +2.0% |
| 7D | +1.0% | +1.4% | -0.4% | -0.1% |
| 30D | -13.3% | +1.5% | -14.8% | -14.7% |
| 3M | -2.9% | +21.7% | -24.6% | -13.1% |
| 6M | +5.7% | +164.2% | -158.4% | -36.7% |
| YTD | +4.6% | +132.1% | -127.4% | -33.8% |
| 1Y | -1.6% | +130.6% | -132.3% | -38.0% |
| 3Y | +336.2% | +244.1% | +92.1% | +119.3% |
| 5Y | +695.6% | +340.8% | +354.8% | +249.2% |
| All | +2,761.7% | +506.0% | +2,255.8% | +920.3% |
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 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