+230.9%
QCOM vs HPE
+381.7%
-150.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.2% | -2.5% | +1.0% |
| 7D | +5.8% | -7.1% | +12.9% | +9.0% |
| 30D | -2.3% | -35.3% | +33.0% | +17.0% |
| 3M | +2.7% | -10.4% | +13.2% | +4.8% |
| 6M | -21.0% | +52.5% | -73.5% | -37.8% |
| YTD | +1.8% | +100.3% | -98.5% | -29.9% |
| 1Y | +2.4% | +106.4% | -104.0% | -30.6% |
| 3Y | +52.1% | +227.4% | -175.3% | -20.7% |
| 5Y | +14.6% | +250.6% | -235.9% | -42.5% |
| 10Y | +230.9% | +365.4% | -134.5% | +38.9% |
| All | +230.9% | +381.7% | -150.9% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 HPE 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