+269.4%
HPE vs CG
+48.1%
+221.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.0% | +9.1% | +7.1% |
| 7D | +13.6% | -6.4% | +20.1% | +17.2% |
| 30D | +7.7% | -7.1% | +14.8% | +11.2% |
| 3M | +22.4% | -1.6% | +24.0% | +22.4% |
| 6M | +172.6% | -8.3% | +180.9% | +180.3% |
| YTD | +147.5% | -23.8% | +171.3% | +178.6% |
| 1Y | +151.8% | -28.7% | +180.5% | +192.4% |
| All | +269.4% | +48.1% | +221.3% | +202.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling