+621.7%
HPE vs CG
+315.6%
+306.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.8% | -3.8% |
| 7D | -0.6% | -4.3% | +3.7% | +1.4% |
| 30D | -2.3% | -5.1% | +2.8% | -0.2% |
| 3M | -2.9% | +8.7% | -11.5% | -6.8% |
| 6M | +143.6% | -9.2% | +152.8% | +151.5% |
| YTD | +118.5% | -18.9% | +137.4% | +136.0% |
| 1Y | +129.2% | -25.6% | +154.8% | +156.5% |
| 3Y | +212.5% | +57.3% | +155.2% | +146.0% |
| 5Y | +286.9% | +10.2% | +276.7% | +235.6% |
| 10Y | +432.3% | +364.2% | +68.1% | +145.3% |
| All | +621.7% | +315.6% | +306.1% | +207.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling