+292.4%
HPE vs CF
+117.5%
+174.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.3% |
| 7D | +13.6% | +5.4% | +8.2% | +13.1% |
| 30D | -27.1% | +6.5% | -33.6% | -27.6% |
| 3M | -14.5% | +4.6% | -19.1% | -14.9% |
| 6M | +66.9% | -3.3% | +70.3% | +67.1% |
| YTD | +111.3% | +63.9% | +47.4% | +92.7% |
| 1Y | +117.5% | +50.4% | +67.0% | +101.0% |
| 3Y | +238.1% | +68.2% | +169.8% | +200.4% |
| 5Y | +292.4% | +113.8% | +178.6% | +220.5% |
| All | +292.4% | +117.5% | +174.8% | +220.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling