+201.7%
CAT vs HPE
+220.9%
-19.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +3.1% |
| 7D | +1.7% | -0.6% | +2.3% | +1.8% |
| 30D | -6.6% | -2.3% | -4.3% | -6.1% |
| 3M | -13.3% | -2.9% | -10.4% | -13.2% |
| 6M | +11.6% | +143.6% | -131.9% | -17.0% |
| YTD | +42.9% | +118.5% | -75.6% | +9.7% |
| 1Y | +95.4% | +129.2% | -33.8% | +47.0% |
| All | +201.7% | +220.9% | -19.2% | +97.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling