+621.7%
HPE vs CFG
+352.7%
+269.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.4% |
| 7D | -0.6% | +1.5% | -2.1% | -1.3% |
| 30D | -2.3% | -3.8% | +1.5% | -0.2% |
| 3M | -2.9% | +11.5% | -14.4% | -8.4% |
| 6M | +143.6% | +19.2% | +124.4% | +121.7% |
| YTD | +118.5% | +23.7% | +94.8% | +95.0% |
| 1Y | +129.2% | +38.8% | +90.4% | +93.0% |
| 3Y | +212.5% | +178.9% | +33.6% | +83.8% |
| 5Y | +286.9% | +101.8% | +185.1% | +158.0% |
| 10Y | +432.3% | +317.3% | +115.1% | +126.3% |
| All | +621.7% | +352.7% | +269.1% | +196.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling