+540.2%
HPE vs CFG
+308.1%
+232.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +5.6% |
| 7D | +13.6% | -0.6% | +14.2% | +13.9% |
| 30D | +7.7% | -4.5% | +12.3% | +10.4% |
| 3M | +22.4% | +6.3% | +16.1% | +18.2% |
| 6M | +172.6% | +20.6% | +152.0% | +146.3% |
| YTD | +147.5% | +21.2% | +126.3% | +122.9% |
| 1Y | +151.8% | +38.2% | +113.6% | +112.3% |
| 3Y | +267.1% | +185.9% | +81.1% | +113.3% |
| 5Y | +362.8% | +97.0% | +265.8% | +212.1% |
| 10Y | +540.2% | +306.8% | +233.4% | +209.0% |
| All | +540.2% | +308.1% | +232.0% | +209.0% |
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