+199.6%
HPE vs CART
+39.2%
+160.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.6% | +5.6% | +6.1% |
| 7D | -7.1% | +1.5% | -8.6% | -7.3% |
| 30D | -35.3% | +22.4% | -57.7% | -36.9% |
| 3M | -10.4% | +16.5% | -27.0% | -12.4% |
| 6M | +52.5% | +44.9% | +7.6% | +43.8% |
| YTD | +100.3% | +30.0% | +70.3% | +91.3% |
| 1Y | +106.4% | +59.1% | +47.3% | +90.5% |
| 3Y | +227.4% | +138.8% | +88.6% | +184.6% |
| All | +199.6% | +39.2% | +160.4% | +158.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling