-13.3%
QCOM vs HPE
+49.4%
-62.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.4% | +4.1% | +5.0% |
| 7D | +0.4% | -18.7% | +19.1% | +7.5% |
| 30D | -6.6% | -37.9% | +31.3% | +8.9% |
| 3M | +3.7% | -14.4% | +18.1% | +6.2% |
| 6M | -13.3% | +48.2% | -61.5% | -22.8% |
| All | -13.3% | +49.4% | -62.7% | -22.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling