+116.4%
HPE vs CMCSA
+3.3%
+113.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +5.0% | -10.7% | -3.9% |
| 7D | -17.0% | +15.2% | -32.2% | -12.8% |
| 30D | -26.7% | +17.0% | -43.7% | -22.5% |
| 3M | -4.1% | +1.2% | -5.4% | -1.5% |
| 6M | +75.4% | -5.5% | +80.9% | +81.3% |
| YTD | +111.0% | -6.5% | +117.6% | +116.2% |
| 1Y | +116.4% | +1.8% | +114.6% | +116.1% |
| All | +116.4% | +3.3% | +113.1% | +116.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 CMCSA 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