+370.3%
HPE vs CG
+278.5%
+91.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.8% | -4.2% |
| 7D | +7.9% | +0.2% | +7.7% | +7.7% |
| 30D | -23.5% | +11.2% | -34.7% | -27.4% |
| 3M | -19.1% | -22.1% | +3.0% | -10.2% |
| 6M | +51.4% | -17.9% | +69.3% | +63.1% |
| YTD | +103.4% | -31.3% | +134.7% | +135.1% |
| 1Y | +114.4% | -24.0% | +138.4% | +136.4% |
| 3Y | +224.7% | +45.0% | +179.7% | +162.9% |
| 5Y | +277.8% | -22.6% | +300.4% | +283.0% |
| All | +370.3% | +278.5% | +91.8% | +168.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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