+216.4%
C vs HPE
+496.6%
-280.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | -0.4% | -9.7% | +9.4% | +3.9% |
| 30D | -5.2% | -34.8% | +29.6% | +13.4% |
| 3M | -9.1% | -12.1% | +3.0% | -7.4% |
| 6M | -1.6% | +53.7% | -55.3% | -27.4% |
| YTD | +6.9% | +101.9% | -95.0% | -32.7% |
| 1Y | +23.0% | +104.3% | -81.4% | -23.4% |
| 3Y | +216.1% | +223.1% | -6.9% | +41.0% |
| 5Y | +112.2% | +249.2% | -136.9% | -13.2% |
| 10Y | +208.8% | +372.4% | -163.6% | -2.2% |
| All | +216.4% | +496.6% | -280.3% | -14.0% |
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