+597.9%
HPE vs CG
+248.3%
+349.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | +1.7% |
| 7D | +13.6% | -1.5% | +15.1% | +14.3% |
| 30D | -27.1% | +5.7% | -32.8% | -29.1% |
| 3M | -14.5% | -17.9% | +3.4% | -7.5% |
| 6M | +66.9% | -20.2% | +87.1% | +81.9% |
| YTD | +111.3% | -32.0% | +143.3% | +144.9% |
| 1Y | +117.5% | -27.0% | +144.5% | +144.1% |
| 3Y | +238.1% | +42.8% | +195.3% | +176.7% |
| 5Y | +292.4% | -23.4% | +315.8% | +299.5% |
| 10Y | +389.3% | +278.2% | +111.1% | +144.9% |
| All | +597.9% | +248.3% | +349.7% | +218.6% |
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