+288.1%
QCOM vs HPE
+545.6%
-257.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +2.0% |
| 7D | +3.3% | -0.6% | +3.9% | +3.4% |
| 30D | +7.7% | -2.3% | +10.0% | +8.2% |
| 3M | -30.1% | -2.9% | -27.2% | -29.8% |
| 6M | +22.8% | +143.6% | -120.7% | -19.1% |
| YTD | +0.2% | +118.5% | -118.3% | -31.2% |
| 1Y | +7.9% | +129.2% | -121.3% | -27.9% |
| 3Y | +55.8% | +212.5% | -156.7% | -13.1% |
| 5Y | +30.1% | +286.9% | -256.8% | -34.3% |
| 10Y | +248.9% | +432.3% | -183.5% | +46.7% |
| All | +288.1% | +545.6% | -257.5% | +49.8% |
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 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