+326.0%
CAT vs HPE
+288.9%
+37.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +3.3% |
| 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% | -13.1% |
| 6M | +11.6% | +143.6% | -131.9% | -22.6% |
| YTD | +42.9% | +118.5% | -75.6% | +3.0% |
| 1Y | +95.4% | +129.2% | -33.8% | +37.1% |
| 3Y | +196.6% | +212.5% | -15.9% | +72.2% |
| All | +326.0% | +288.9% | +37.1% | +106.3% |
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