+340.8%
HPE vs CMCSA
-46.8%
+387.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.4% | -8.6% | -6.9% |
| 7D | +1.4% | -5.6% | +7.0% | +2.8% |
| 30D | +1.5% | -1.9% | +3.4% | +1.7% |
| 3M | +21.7% | +6.4% | +15.3% | +18.3% |
| 6M | +164.2% | -16.9% | +181.1% | +176.5% |
| YTD | +132.1% | -6.8% | +138.8% | +131.3% |
| 1Y | +130.6% | -15.9% | +146.5% | +139.3% |
| 3Y | +244.1% | -33.4% | +277.5% | +286.1% |
| 5Y | +340.8% | -46.7% | +387.5% | +402.8% |
| All | +340.8% | -46.8% | +387.6% | +402.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling