+155.0%
HPE vs CAH
+57.9%
+97.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.6% | +13.1% | +12.4% |
| 7D | +19.4% | -5.1% | +24.5% | +19.0% |
| 30D | +5.6% | +0.2% | +5.4% | +5.6% |
| 3M | +33.1% | +6.3% | +26.8% | +33.1% |
| 6M | +192.5% | +9.4% | +183.1% | +192.7% |
| YTD | +160.9% | +15.0% | +146.0% | +161.0% |
| 1Y | +155.0% | +55.4% | +99.5% | +143.0% |
| All | +155.0% | +57.9% | +97.0% | +143.0% |
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