+522.9%
HPE vs CAPR
-80.5%
+603.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.7% | -3.3% | +1.3% |
| 7D | -18.7% | +41.1% | -59.8% | -19.3% |
| 30D | -37.9% | +11.1% | -49.0% | -38.1% |
| 3M | -14.4% | +115.3% | -129.7% | -16.1% |
| 6M | +48.2% | -73.8% | +122.0% | +49.8% |
| YTD | +88.6% | -68.8% | +157.4% | +89.7% |
| 1Y | +94.8% | +43.3% | +51.5% | +81.2% |
| 3Y | +202.7% | +214.7% | -12.0% | +167.0% |
| 5Y | +231.6% | +141.3% | +90.4% | +190.4% |
| 10Y | +361.9% | -67.0% | +428.9% | +277.8% |
| All | +522.9% | -80.5% | +603.4% | +405.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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