+677.7%
HPE vs CAH
+302.9%
+374.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.7% | +10.5% | +8.7% |
| 7D | +10.1% | +0.5% | +9.7% | +9.9% |
| 30D | +5.3% | +1.7% | +3.5% | +4.4% |
| 3M | +12.7% | +17.9% | -5.2% | +5.4% |
| 6M | +167.7% | +10.9% | +156.7% | +155.2% |
| YTD | +135.5% | +17.9% | +117.6% | +118.1% |
| 1Y | +143.4% | +61.7% | +81.7% | +97.4% |
| 3Y | +249.2% | +183.7% | +65.4% | +119.1% |
| 5Y | +343.8% | +401.3% | -57.5% | +113.2% |
| 10Y | +495.9% | +293.7% | +202.2% | +187.9% |
| All | +677.7% | +302.9% | +374.7% | +281.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling