+116.4%
HPE vs CFG
+34.2%
+82.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.4% | -8.0% | -6.9% |
| 7D | -17.0% | +1.8% | -18.7% | -17.8% |
| 30D | -26.7% | +3.3% | -30.0% | -28.1% |
| 3M | -4.1% | -9.8% | +5.7% | +1.6% |
| 6M | +75.4% | +5.2% | +70.2% | +67.6% |
| YTD | +111.0% | +16.1% | +94.9% | +86.0% |
| 1Y | +116.4% | +33.7% | +82.8% | +63.3% |
| All | +116.4% | +34.2% | +82.2% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling