+677.7%
HPE vs CMCSA
+20.8%
+656.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.6% | +8.4% | +8.0% |
| 7D | +10.1% | +0.1% | +10.0% | +10.1% |
| 30D | +5.3% | +3.8% | +1.5% | +3.4% |
| 3M | +12.7% | +12.3% | +0.4% | +5.9% |
| 6M | +167.7% | -15.4% | +183.0% | +181.9% |
| YTD | +135.5% | -2.5% | +137.9% | +130.7% |
| 1Y | +143.4% | -13.4% | +156.8% | +151.7% |
| 3Y | +249.2% | -30.4% | +279.5% | +293.6% |
| 5Y | +343.8% | -45.0% | +388.9% | +453.0% |
| 10Y | +495.9% | +10.2% | +485.7% | +389.2% |
| All | +677.7% | +20.8% | +656.9% | +522.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling