+280.5%
QCOM vs HPE
+457.3%
-176.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.4% | +4.1% | +4.9% |
| 7D | +0.4% | -18.7% | +19.1% | +9.2% |
| 30D | -6.6% | -37.9% | +31.3% | +13.3% |
| 3M | +3.7% | -14.4% | +18.1% | +7.9% |
| 6M | -13.3% | +48.2% | -61.5% | -30.4% |
| YTD | -1.8% | +88.6% | -90.4% | -29.7% |
| 1Y | -2.5% | +94.8% | -97.3% | -31.4% |
| 3Y | +47.0% | +202.7% | -155.7% | -18.6% |
| 5Y | +13.1% | +231.6% | -218.5% | -40.1% |
| 10Y | +224.7% | +361.9% | -137.2% | +42.3% |
| All | +280.5% | +457.3% | -176.8% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling