+563.1%
HPE vs VIAV
+419.4%
+143.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +3.6% | +8.8% | +11.0% |
| 7D | +19.4% | +11.2% | +8.2% | +14.7% |
| 30D | +5.6% | -10.1% | +15.7% | +9.8% |
| 3M | +33.1% | -22.9% | +55.9% | +44.8% |
| 6M | +192.5% | +28.8% | +163.7% | +153.7% |
| YTD | +160.9% | +117.5% | +43.5% | +76.9% |
| 1Y | +155.0% | +216.1% | -61.1% | +44.3% |
| 3Y | +289.4% | +292.2% | -2.8% | +92.5% |
| 5Y | +395.7% | +141.0% | +254.7% | +197.2% |
| All | +563.1% | +419.4% | +143.7% | +197.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 10y: compounded portfolio wealth divided by compounded VIAV 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…
10y analysis · Full analysis span regression · 6 months rolling