+215.5%
HPE vs CF
+73.9%
+141.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.2% | -1.2% | -4.3% |
| 7D | -0.6% | +6.0% | -6.6% | -0.8% |
| 30D | -2.3% | +14.8% | -17.1% | -2.9% |
| 3M | -2.9% | +14.1% | -16.9% | -3.6% |
| 6M | +143.6% | +28.5% | +115.0% | +134.3% |
| YTD | +118.5% | +74.9% | +43.6% | +101.4% |
| 1Y | +129.2% | +61.7% | +67.5% | +113.4% |
| All | +215.5% | +73.9% | +141.6% | +181.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling