+433.8%
CSCO vs HPE
+545.6%
-111.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +2.2% |
| 7D | -0.7% | -0.6% | -0.1% | -0.6% |
| 30D | -10.1% | -2.3% | -7.8% | -9.7% |
| 3M | -15.7% | -2.9% | -12.8% | -15.7% |
| 6M | +36.3% | +143.6% | -107.3% | -4.9% |
| YTD | +43.8% | +118.5% | -74.7% | +4.3% |
| 1Y | +63.9% | +129.2% | -65.3% | +16.0% |
| 3Y | +104.4% | +212.5% | -108.2% | +20.6% |
| 5Y | +111.4% | +286.9% | -175.6% | +11.1% |
| 10Y | +361.7% | +432.3% | -70.7% | +103.3% |
| All | +433.8% | +545.6% | -111.8% | +116.7% |
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