+202.7%
HPE vs CART
+112.9%
+89.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | -18.7% | +3.0% | -21.7% | -19.0% |
| 30D | -37.9% | +28.6% | -66.5% | -40.0% |
| 3M | -14.4% | +29.1% | -43.5% | -17.9% |
| 6M | +48.2% | +44.7% | +3.5% | +38.8% |
| YTD | +88.6% | +29.2% | +59.4% | +79.3% |
| 1Y | +94.8% | +66.2% | +28.6% | +76.2% |
| 3Y | +202.7% | +112.8% | +89.9% | +152.5% |
| All | +202.7% | +112.9% | +89.8% | +152.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling