+688.6%
CAT vs HPE
+370.3%
+318.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | +0.7% |
| 7D | +7.4% | +7.9% | -0.4% | +4.1% |
| 30D | -19.7% | -23.5% | +3.8% | -10.6% |
| 3M | -29.6% | -19.1% | -10.5% | -24.7% |
| 6M | -33.2% | +51.4% | -84.6% | -46.8% |
| YTD | +5.7% | +103.4% | -97.8% | -27.1% |
| 1Y | +9.3% | +114.4% | -105.0% | -26.5% |
| 3Y | +158.3% | +224.7% | -66.3% | +32.4% |
| 5Y | +211.6% | +277.8% | -66.2% | +44.5% |
| All | +688.6% | +370.3% | +318.4% | +214.1% |
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