+621.7%
HPE vs CF
+248.1%
+373.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.2% | -1.2% | -3.6% |
| 7D | -0.6% | +6.0% | -6.6% | -2.1% |
| 30D | -2.3% | +14.8% | -17.1% | -5.9% |
| 3M | -2.9% | +14.1% | -16.9% | -6.8% |
| 6M | +143.6% | +28.5% | +115.0% | +120.7% |
| YTD | +118.5% | +74.9% | +43.6% | +80.7% |
| 1Y | +129.2% | +61.7% | +67.5% | +93.3% |
| 3Y | +212.5% | +80.3% | +132.2% | +147.0% |
| 5Y | +286.9% | +226.0% | +60.9% | +132.2% |
| 10Y | +432.3% | +569.9% | -137.5% | +154.9% |
| All | +621.7% | +248.1% | +373.6% | +258.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling