+114.0%
CSCO vs HPE
+331.4%
-217.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.8% | -2.4% |
| 7D | -0.5% | +10.1% | -10.7% | -3.7% |
| 30D | -10.1% | +5.3% | -15.4% | -11.9% |
| 3M | -11.7% | +12.7% | -24.4% | -15.8% |
| 6M | +40.1% | +167.7% | -127.6% | +0.4% |
| YTD | +43.8% | +135.5% | -91.7% | +7.1% |
| 1Y | +66.6% | +143.4% | -76.8% | +22.2% |
| 3Y | +108.5% | +249.2% | -140.7% | +28.2% |
| 5Y | +114.0% | +343.8% | -229.9% | +16.9% |
| All | +114.0% | +331.4% | -217.4% | +16.9% |
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