+98.3%
CSCO vs HPE
+247.9%
-149.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | -4.7% | -9.7% | +5.1% | -1.6% |
| 30D | -17.1% | -34.8% | +17.7% | -5.5% |
| 3M | -19.6% | -12.1% | -7.5% | -17.3% |
| 6M | +2.4% | +53.7% | -51.3% | -13.2% |
| YTD | +29.8% | +101.9% | -72.1% | +0.4% |
| 1Y | +38.7% | +104.3% | -65.7% | +6.7% |
| 3Y | +101.3% | +223.1% | -121.7% | +24.4% |
| All | +98.3% | +247.9% | -149.6% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling