+681.9%
HPE vs CARR
+425.9%
+256.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.0% | +7.1% | +6.0% |
| 7D | +13.6% | +0.6% | +13.0% | +13.2% |
| 30D | +7.7% | -8.7% | +16.4% | +11.9% |
| 3M | +22.4% | -18.4% | +40.7% | +33.2% |
| 6M | +172.6% | -0.6% | +173.2% | +170.9% |
| YTD | +147.5% | +10.9% | +136.6% | +134.8% |
| 1Y | +151.8% | -7.3% | +159.1% | +156.9% |
| 3Y | +267.1% | +2.9% | +264.2% | +252.6% |
| 5Y | +362.8% | +9.6% | +353.1% | +319.1% |
| All | +681.9% | +425.9% | +256.0% | +347.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling