+339.7%
AVGO vs HPE
+265.2%
+74.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.1% | -6.3% | -3.6% |
| 7D | -0.8% | +13.6% | -14.4% | -7.1% |
| 30D | -13.7% | +7.7% | -21.5% | -17.3% |
| 3M | -6.9% | +22.4% | -29.3% | -16.9% |
| 6M | +5.8% | +172.6% | -166.8% | -38.9% |
| YTD | +5.7% | +147.5% | -141.8% | -36.2% |
| 1Y | +9.0% | +151.8% | -142.8% | -35.3% |
| All | +339.7% | +265.2% | +74.5% | +108.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling