+372.4%
HPE vs CFG
+230.2%
+142.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.0% |
| 7D | -9.7% | +0.7% | -10.4% | -9.9% |
| 30D | -34.8% | +2.8% | -37.5% | -35.6% |
| 3M | -12.1% | -10.1% | -2.0% | -7.2% |
| 6M | +53.7% | +3.2% | +50.5% | +50.4% |
| YTD | +101.9% | +14.2% | +87.7% | +87.2% |
| 1Y | +104.3% | +27.4% | +76.9% | +79.2% |
| 3Y | +223.1% | +187.6% | +35.5% | +87.5% |
| 5Y | +249.2% | +65.7% | +183.5% | +156.5% |
| 10Y | +372.4% | +219.7% | +152.7% | +157.7% |
| All | +372.4% | +230.2% | +142.3% | +157.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling