+104.3%
HPE vs CB
+30.5%
+73.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.7% | +2.2% |
| 7D | -9.7% | +0.7% | -10.4% | -9.1% |
| 30D | -34.8% | +8.2% | -42.9% | -30.0% |
| 3M | -12.1% | +6.3% | -18.4% | -6.8% |
| 6M | +53.7% | +16.2% | +37.5% | +72.7% |
| YTD | +101.9% | +19.3% | +82.6% | +124.8% |
| 1Y | +104.3% | +29.2% | +75.1% | +136.2% |
| All | +104.3% | +30.5% | +73.8% | +136.2% |
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