+45.9%
CSCO vs HPE
+113.0%
-67.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.7% | +6.3% | +2.4% |
| 7D | -6.1% | -17.0% | +10.9% | -0.4% |
| 30D | -8.2% | -26.7% | +18.6% | +1.1% |
| 3M | -14.6% | -4.1% | -10.4% | -14.5% |
| 6M | +12.7% | +75.4% | -62.7% | -10.1% |
| YTD | +37.0% | +111.0% | -74.0% | +3.1% |
| 1Y | +45.9% | +116.4% | -70.5% | +9.5% |
| All | +45.9% | +113.0% | -67.1% | +9.5% |
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