+489.7%
HPE vs CG
+321.9%
+167.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.4% | -3.9% | -5.2% |
| 7D | +1.4% | -9.8% | +11.2% | +6.1% |
| 30D | +1.5% | -10.3% | +11.8% | +6.3% |
| 3M | +21.7% | -1.7% | +23.4% | +21.9% |
| 6M | +164.2% | -9.8% | +174.0% | +173.1% |
| YTD | +132.1% | -25.6% | +157.6% | +160.3% |
| 1Y | +130.6% | -32.5% | +163.2% | +169.7% |
| 3Y | +244.1% | +45.6% | +198.5% | +179.0% |
| 5Y | +340.8% | +3.7% | +337.2% | +291.1% |
| All | +489.7% | +321.9% | +167.9% | +213.1% |
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