+116.4%
HPE vs CB
+34.9%
+81.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.1% | -7.8% | -3.8% |
| 7D | -17.0% | +5.3% | -22.2% | -13.1% |
| 30D | -26.7% | +13.2% | -39.9% | -18.7% |
| 3M | -4.1% | +7.8% | -11.9% | +2.8% |
| 6M | +75.4% | +15.8% | +59.6% | +98.7% |
| YTD | +111.0% | +21.0% | +90.1% | +137.6% |
| 1Y | +116.4% | +32.2% | +84.3% | +156.7% |
| All | +116.4% | +34.9% | +81.6% | +156.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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