+365.4%
HPE vs CB
+246.2%
+119.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.4% |
| 7D | -7.1% | -1.5% | -5.6% | -6.5% |
| 30D | -35.3% | +6.5% | -41.8% | -37.6% |
| 3M | -10.4% | +4.1% | -14.5% | -12.8% |
| 6M | +52.5% | +14.4% | +38.1% | +38.9% |
| YTD | +100.3% | +17.5% | +82.8% | +78.7% |
| 1Y | +106.4% | +27.5% | +78.8% | +75.4% |
| 3Y | +227.4% | +71.6% | +155.8% | +125.1% |
| 5Y | +250.6% | +100.6% | +150.0% | +115.7% |
| 10Y | +365.4% | +243.0% | +122.4% | +103.7% |
| All | +365.4% | +246.2% | +119.2% | +103.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling