+340.5%
HPE vs CF
+561.7%
-221.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | -18.7% | -3.2% | -15.6% | -18.2% |
| 30D | -37.9% | +4.3% | -42.2% | -38.9% |
| 3M | -14.4% | +2.8% | -17.2% | -15.7% |
| 6M | +48.2% | +0.6% | +47.6% | +44.9% |
| YTD | +88.6% | +56.6% | +32.0% | +57.4% |
| 1Y | +94.8% | +49.6% | +45.2% | +64.7% |
| 3Y | +202.7% | +61.5% | +141.2% | +140.7% |
| 5Y | +231.6% | +124.0% | +107.7% | +113.5% |
| All | +340.5% | +561.7% | -221.2% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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