+396.0%
HPE vs CARR
+8.3%
+387.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.4% | +11.0% | +11.7% |
| 7D | +19.4% | -3.8% | +23.2% | +21.7% |
| 30D | +5.6% | -8.9% | +14.5% | +10.6% |
| 3M | +33.1% | -17.3% | +50.4% | +45.9% |
| 6M | +192.5% | -1.4% | +193.8% | +191.2% |
| YTD | +160.9% | +10.0% | +150.9% | +146.1% |
| 1Y | +155.0% | -6.4% | +161.3% | +159.6% |
| 3Y | +289.4% | +1.5% | +287.9% | +270.2% |
| All | +396.0% | +8.3% | +387.7% | +313.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling