+495.9%
HPE vs CB
+214.7%
+281.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.4% | +9.2% | +8.5% |
| 7D | +10.1% | -0.6% | +10.8% | +10.5% |
| 30D | +5.3% | -3.9% | +9.2% | +7.3% |
| 3M | +12.7% | +4.9% | +7.8% | +8.4% |
| 6M | +167.7% | +3.3% | +164.4% | +157.7% |
| YTD | +135.5% | +8.5% | +126.9% | +119.9% |
| 1Y | +143.4% | +22.1% | +121.3% | +112.1% |
| 3Y | +249.2% | +70.1% | +179.0% | +140.1% |
| 5Y | +343.8% | +97.4% | +246.4% | +174.3% |
| 10Y | +495.9% | +216.8% | +279.0% | +169.8% |
| All | +495.9% | +214.7% | +281.2% | +169.8% |
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