+563.1%
HPE vs CAG
-36.2%
+599.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.7% | +13.1% | +12.5% |
| 7D | +19.4% | -5.7% | +25.1% | +20.1% |
| 30D | +5.6% | -2.4% | +8.0% | +5.7% |
| 3M | +33.1% | +9.8% | +23.3% | +31.0% |
| 6M | +192.5% | -10.8% | +203.3% | +196.0% |
| YTD | +160.9% | -10.8% | +171.7% | +163.7% |
| 1Y | +155.0% | -19.0% | +173.9% | +161.0% |
| 3Y | +289.4% | -39.7% | +329.1% | +310.4% |
| 5Y | +395.7% | -43.0% | +438.6% | +426.6% |
| All | +563.1% | -36.2% | +599.3% | +585.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling