+263.7%
QCOM vs HPE
+479.1%
-215.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.7% | -4.6% | -0.2% |
| 7D | +5.1% | +10.1% | -5.1% | +0.4% |
| 30D | +4.3% | +5.3% | -1.0% | +1.2% |
| 3M | -19.6% | +12.7% | -32.3% | -24.7% |
| 6M | +29.5% | +167.7% | -138.2% | -19.5% |
| YTD | +3.4% | +135.5% | -132.1% | -32.3% |
| 1Y | +10.9% | +143.4% | -132.5% | -28.9% |
| 3Y | +74.8% | +249.2% | -174.4% | -9.6% |
| 5Y | +36.2% | +343.8% | -307.7% | -37.0% |
| 10Y | +263.7% | +495.9% | -232.1% | +38.2% |
| All | +263.7% | +479.1% | -215.3% | +38.2% |
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