+129.2%
HPE vs CART
+14.4%
+114.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.2% | -4.4% |
| 7D | -0.6% | +1.0% | -1.6% | -0.7% |
| 30D | -2.3% | +12.6% | -14.9% | -3.4% |
| 3M | -2.9% | +23.1% | -26.0% | -4.9% |
| 6M | +143.6% | +39.5% | +104.0% | +134.3% |
| YTD | +118.5% | +13.5% | +105.0% | +113.9% |
| 1Y | +129.2% | +14.9% | +114.3% | +122.1% |
| All | +129.2% | +14.4% | +114.8% | +122.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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