+96.8%
CAT vs HPE
+156.7%
-59.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.1% | -6.0% | -2.3% |
| 7D | +2.9% | +13.6% | -10.7% | -0.9% |
| 30D | -2.6% | +7.7% | -10.3% | -4.9% |
| 3M | -10.7% | +22.4% | -33.1% | -16.2% |
| 6M | +16.1% | +172.6% | -156.4% | -15.4% |
| YTD | +43.2% | +147.5% | -104.3% | +7.3% |
| 1Y | +96.8% | +151.8% | -55.0% | +45.2% |
| All | +96.8% | +156.7% | -59.9% | +45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling