-70.5%
CBRS vs HPE
+49.4%
-119.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -5.7% | -0.4% | -4.0% |
| 7D | -18.4% | -17.0% | -1.4% | -12.8% |
| 30D | -49.4% | -26.7% | -22.7% | -43.8% |
| 3M | -59.6% | -4.1% | -55.4% | -59.1% |
| All | -70.5% | +49.4% | -119.9% | -72.2% |
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 · Available span rolling