+362.8%
HPE vs CG
+5.5%
+357.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.0% | +9.1% | +6.9% |
| 7D | +13.6% | -6.4% | +20.1% | +16.8% |
| 30D | +7.7% | -7.1% | +14.8% | +10.8% |
| 3M | +22.4% | -1.6% | +24.0% | +22.5% |
| 6M | +172.6% | -8.3% | +180.9% | +179.6% |
| YTD | +147.5% | -23.8% | +171.3% | +174.2% |
| 1Y | +151.8% | -28.7% | +180.5% | +186.5% |
| 3Y | +267.1% | +49.2% | +217.9% | +202.0% |
| 5Y | +362.8% | +5.5% | +357.2% | +299.8% |
| All | +362.8% | +5.5% | +357.2% | +299.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling