+269.4%
HPE vs CAG
-37.6%
+307.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +4.9% |
| 7D | +13.6% | -6.6% | +20.3% | +12.2% |
| 30D | +7.7% | +2.3% | +5.4% | +8.2% |
| 3M | +22.4% | +16.3% | +6.1% | +25.8% |
| 6M | +172.6% | -16.0% | +188.6% | +172.6% |
| YTD | +147.5% | -7.7% | +155.2% | +150.5% |
| 1Y | +151.8% | -16.0% | +167.8% | +151.2% |
| All | +269.4% | -37.6% | +307.0% | +248.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling