+129.2%
HPE vs CARR
-3.6%
+132.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.5% | -5.0% |
| 7D | -0.6% | +1.6% | -2.2% | -1.3% |
| 30D | -2.3% | -8.7% | +6.4% | +2.0% |
| 3M | -2.9% | -12.6% | +9.7% | +3.4% |
| 6M | +143.6% | -1.5% | +145.1% | +144.1% |
| YTD | +118.5% | +14.3% | +104.2% | +107.2% |
| 1Y | +129.2% | -4.6% | +133.8% | +128.3% |
| All | +129.2% | -3.6% | +132.8% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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