+116.4%
HPE vs CL
+33.4%
+83.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.3% | -9.0% | -3.0% |
| 7D | -17.0% | +7.7% | -24.7% | -11.6% |
| 30D | -26.7% | +15.2% | -42.0% | -18.0% |
| 3M | -4.1% | +7.3% | -11.5% | +3.2% |
| 6M | +75.4% | +17.0% | +58.4% | +97.6% |
| YTD | +111.0% | +28.0% | +83.0% | +146.4% |
| 1Y | +116.4% | +32.1% | +84.3% | +156.3% |
| All | +116.4% | +33.4% | +83.0% | +156.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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