+114.4%
HPE vs CMCSA
+1.9%
+112.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.5% | -5.2% | -3.2% |
| 7D | +7.9% | +3.2% | +4.7% | +9.1% |
| 30D | -23.5% | +19.5% | -43.0% | -18.6% |
| 3M | -19.1% | -2.4% | -16.7% | -17.1% |
| 6M | +51.4% | +3.8% | +47.6% | +58.1% |
| YTD | +103.4% | -5.4% | +108.8% | +109.7% |
| 1Y | +114.4% | +1.1% | +113.3% | +116.8% |
| All | +114.4% | +1.9% | +112.5% | +116.8% |
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