+223.4%
CRM vs HPE
+670.9%
-447.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +12.4% | -10.5% | -1.5% |
| 7D | -4.4% | +19.4% | -23.8% | -9.5% |
| 30D | +28.1% | +5.6% | +22.5% | +25.3% |
| 3M | +48.8% | +33.1% | +15.8% | +34.0% |
| 6M | +28.3% | +192.5% | -164.2% | -12.4% |
| YTD | -6.0% | +160.9% | -166.9% | -33.7% |
| 1Y | +1.4% | +155.0% | -153.5% | -28.4% |
| 3Y | +11.8% | +289.4% | -277.6% | -35.1% |
| 5Y | -2.0% | +395.7% | -397.7% | -48.9% |
| 10Y | +239.6% | +574.8% | -335.2% | +47.4% |
| All | +223.4% | +670.9% | -447.5% | +22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling