+388.5%
HPE vs CB
+246.5%
+142.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | +13.6% | 0.0% | +13.6% | +13.5% |
| 30D | -27.1% | +7.4% | -34.5% | -29.9% |
| 3M | -14.5% | +8.6% | -23.1% | -18.4% |
| 6M | +66.9% | +16.1% | +50.8% | +51.1% |
| YTD | +111.3% | +20.2% | +91.1% | +86.5% |
| 1Y | +117.5% | +27.2% | +90.3% | +85.6% |
| 3Y | +238.1% | +72.7% | +165.4% | +132.4% |
| 5Y | +292.4% | +105.9% | +186.5% | +138.3% |
| All | +388.5% | +246.5% | +142.0% | +111.5% |
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