+289.4%
HPE vs CMCSA
-33.4%
+322.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.1% | +12.3% | +12.4% |
| 7D | +19.4% | -4.9% | +24.3% | +20.3% |
| 30D | +5.6% | -1.1% | +6.7% | +5.5% |
| 3M | +33.1% | +6.6% | +26.5% | +30.5% |
| 6M | +192.5% | -15.5% | +207.9% | +203.0% |
| YTD | +160.9% | -6.7% | +167.6% | +159.9% |
| 1Y | +155.0% | -15.6% | +170.6% | +164.0% |
| 3Y | +289.4% | -33.7% | +323.1% | +346.0% |
| All | +289.4% | -33.4% | +322.8% | +346.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling