+129.2%
HPE vs CMCSA
-12.9%
+142.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.6% |
| 7D | -0.6% | -2.1% | +1.5% | -0.9% |
| 30D | -2.3% | +7.0% | -9.3% | -1.5% |
| 3M | -2.9% | +15.1% | -18.0% | -1.2% |
| 6M | +143.6% | -15.4% | +158.9% | +149.3% |
| YTD | +118.5% | -1.9% | +120.4% | +119.3% |
| 1Y | +129.2% | -12.7% | +141.9% | +129.9% |
| All | +129.2% | -12.9% | +142.1% | +129.9% |
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