+130.6%
HPE vs CG
-30.6%
+161.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.4% | -3.9% | -5.4% |
| 7D | +1.4% | -9.8% | +11.2% | +5.2% |
| 30D | +1.5% | -10.3% | +11.8% | +5.4% |
| 3M | +21.7% | -1.7% | +23.4% | +21.9% |
| 6M | +164.2% | -9.8% | +174.0% | +172.5% |
| YTD | +132.1% | -25.6% | +157.6% | +159.4% |
| 1Y | +130.6% | -32.5% | +163.2% | +156.8% |
| All | +130.6% | -30.6% | +161.2% | +156.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling