+717.5%
HPE vs VIAV
+557.4%
+160.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.0% | +4.7% |
| 7D | +13.6% | +13.6% | +0.1% | +7.7% |
| 30D | +7.7% | +5.3% | +2.4% | +4.8% |
| 3M | +22.4% | -15.6% | +38.0% | +28.3% |
| 6M | +172.6% | +34.0% | +138.6% | +130.7% |
| YTD | +147.5% | +119.9% | +27.7% | +64.3% |
| 1Y | +151.8% | +235.2% | -83.4% | +35.7% |
| 3Y | +267.1% | +299.8% | -32.7% | +74.8% |
| 5Y | +362.8% | +140.1% | +222.7% | +172.0% |
| 10Y | +540.2% | +420.3% | +119.8% | +143.7% |
| All | +717.5% | +557.4% | +160.1% | +186.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling