+129.2%
HPE vs CAH
+65.8%
+63.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.5% |
| 7D | -0.6% | +5.4% | -6.0% | -0.3% |
| 30D | -2.3% | +3.3% | -5.6% | -2.1% |
| 3M | -2.9% | +22.8% | -25.7% | -2.5% |
| 6M | +143.6% | +11.3% | +132.3% | +145.1% |
| YTD | +118.5% | +21.1% | +97.4% | +119.5% |
| 1Y | +129.2% | +67.2% | +62.0% | +120.7% |
| All | +129.2% | +65.8% | +63.4% | +120.7% |
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