+522.9%
HPE vs CB
+307.9%
+215.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +2.3% |
| 7D | -18.7% | +0.2% | -19.0% | -18.9% |
| 30D | -37.9% | +9.1% | -47.0% | -40.9% |
| 3M | -14.4% | +3.4% | -17.8% | -16.5% |
| 6M | +48.2% | +14.1% | +34.1% | +34.8% |
| YTD | +88.6% | +18.0% | +70.6% | +67.3% |
| 1Y | +94.8% | +30.1% | +64.6% | +62.9% |
| 3Y | +202.7% | +71.8% | +130.9% | +106.1% |
| 5Y | +231.6% | +101.8% | +129.8% | +100.8% |
| 10Y | +361.9% | +252.1% | +109.8% | +79.4% |
| All | +522.9% | +307.9% | +215.1% | +106.7% |
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