+183.3%
CAT vs HPE
+230.8%
-47.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.4% |
| 7D | -10.3% | -18.7% | +8.4% | -3.6% |
| 30D | -31.2% | -37.9% | +6.7% | -19.1% |
| 3M | -34.7% | -14.4% | -20.3% | -32.2% |
| 6M | -39.5% | +48.2% | -87.7% | -49.8% |
| YTD | -1.7% | +88.6% | -90.3% | -26.2% |
| 1Y | -1.1% | +94.8% | -95.9% | -26.9% |
| 3Y | +143.9% | +202.7% | -58.8% | +39.2% |
| All | +183.3% | +230.8% | -47.5% | +48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling