+369.4%
CSCO vs HPE
+501.1%
-131.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.7% | -2.5% | -4.9% |
| 7D | +1.9% | +7.9% | -6.0% | -0.8% |
| 30D | -15.8% | -23.5% | +7.6% | -7.5% |
| 3M | -15.4% | -19.1% | +3.7% | -10.0% |
| 6M | -5.4% | +51.4% | -56.8% | -21.8% |
| YTD | +26.5% | +103.4% | -77.0% | -7.0% |
| 1Y | +25.9% | +114.4% | -88.5% | -9.5% |
| 3Y | +97.5% | +224.7% | -127.1% | +13.1% |
| 5Y | +93.0% | +277.8% | -184.7% | +1.3% |
| 10Y | +308.6% | +371.1% | -62.5% | +84.8% |
| All | +369.4% | +501.1% | -131.7% | +93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling