+674.0%
CAT vs HPE
+366.8%
+307.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.7% |
| 7D | -6.3% | -9.7% | +3.4% | -2.3% |
| 30D | -26.8% | -34.8% | +8.0% | -13.1% |
| 3M | -30.0% | -12.1% | -17.9% | -27.8% |
| 6M | -34.6% | +53.7% | -88.3% | -48.4% |
| YTD | +2.9% | +101.9% | -99.0% | -28.8% |
| 1Y | +3.3% | +104.3% | -101.1% | -29.1% |
| 3Y | +153.7% | +223.1% | -69.4% | +30.4% |
| 5Y | +207.3% | +249.2% | -41.9% | +47.8% |
| 10Y | +674.0% | +372.4% | +301.6% | +209.1% |
| All | +674.0% | +366.8% | +307.2% | +209.1% |
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 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