+621.7%
HPE vs CB
+280.5%
+341.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.6% | -3.5% |
| 7D | -0.6% | +0.5% | -1.1% | -0.8% |
| 30D | -2.3% | -3.1% | +0.8% | -0.7% |
| 3M | -2.9% | +9.0% | -11.8% | -8.7% |
| 6M | +143.6% | +2.9% | +140.7% | +135.1% |
| YTD | +118.5% | +10.1% | +108.4% | +102.3% |
| 1Y | +129.2% | +22.8% | +106.4% | +98.5% |
| 3Y | +212.5% | +73.8% | +138.7% | +110.3% |
| 5Y | +286.9% | +99.2% | +187.7% | +135.3% |
| 10Y | +432.3% | +218.2% | +214.1% | +121.5% |
| All | +621.7% | +280.5% | +341.2% | +149.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling