+340.8%
HPE vs CAH
+392.8%
-52.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.7% | -4.6% | -5.9% |
| 7D | +1.4% | -5.1% | +6.5% | +2.4% |
| 30D | +1.5% | -1.8% | +3.3% | +1.8% |
| 3M | +21.7% | +9.4% | +12.4% | +19.1% |
| 6M | +164.2% | +9.2% | +154.9% | +157.9% |
| YTD | +132.1% | +15.7% | +116.4% | +122.7% |
| 1Y | +130.6% | +59.7% | +70.9% | +101.2% |
| 3Y | +244.1% | +178.5% | +65.7% | +144.7% |
| 5Y | +340.8% | +398.3% | -57.4% | +137.3% |
| All | +340.8% | +392.8% | -52.0% | +137.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling