+563.1%
HPE vs CAH
+294.8%
+268.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.6% | +13.1% | +12.7% |
| 7D | +19.4% | -5.1% | +24.5% | +21.5% |
| 30D | +5.6% | +0.2% | +5.4% | +5.4% |
| 3M | +33.1% | +6.3% | +26.8% | +29.6% |
| 6M | +192.5% | +9.4% | +183.1% | +180.6% |
| YTD | +160.9% | +15.0% | +146.0% | +144.4% |
| 1Y | +155.0% | +55.4% | +99.5% | +111.2% |
| 3Y | +289.4% | +173.8% | +115.6% | +151.1% |
| 5Y | +395.7% | +395.2% | +0.5% | +144.1% |
| All | +563.1% | +294.8% | +268.3% | +217.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling