+151.8%
HPE vs CB
+22.9%
+128.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +5.3% |
| 7D | +13.6% | -0.5% | +14.2% | +13.4% |
| 30D | +7.7% | -3.1% | +10.8% | +6.0% |
| 3M | +22.4% | +4.2% | +18.2% | +23.5% |
| 6M | +172.6% | +4.7% | +167.9% | +176.5% |
| YTD | +147.5% | +8.8% | +138.7% | +147.8% |
| 1Y | +151.8% | +22.6% | +129.2% | +141.8% |
| All | +151.8% | +22.9% | +128.9% | +141.8% |
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 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