+116.4%
HPE vs CAH
+38.5%
+77.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.6% | -9.2% | -4.5% |
| 7D | -17.0% | +7.0% | -24.0% | -15.1% |
| 30D | -26.7% | +12.4% | -39.1% | -24.1% |
| 3M | -4.1% | +12.2% | -16.3% | -0.7% |
| 6M | +75.4% | +33.2% | +42.2% | +81.9% |
| YTD | +111.0% | +28.4% | +82.7% | +120.2% |
| 1Y | +116.4% | +35.0% | +81.4% | +126.8% |
| All | +116.4% | +38.5% | +77.9% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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 · 6 months rolling