+249.2%
HPE vs CFG
+193.0%
+56.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.1% | +8.9% | +8.4% |
| 7D | +10.1% | +2.7% | +7.5% | +8.4% |
| 30D | +5.3% | -3.7% | +9.0% | +7.8% |
| 3M | +12.7% | +9.5% | +3.2% | +6.1% |
| 6M | +167.7% | +22.2% | +145.4% | +134.5% |
| YTD | +135.5% | +22.3% | +113.1% | +105.9% |
| 1Y | +143.4% | +39.4% | +103.9% | +96.3% |
| 3Y | +249.2% | +188.5% | +60.7% | +100.3% |
| All | +249.2% | +193.0% | +56.2% | +100.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling