+365.4%
HPE vs CL
+76.2%
+289.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.4% | +4.8% | +6.0% |
| 7D | -7.1% | +0.5% | -7.7% | -7.2% |
| 30D | -35.3% | +11.6% | -46.9% | -36.6% |
| 3M | -10.4% | +5.6% | -16.1% | -11.4% |
| 6M | +52.5% | +13.2% | +39.3% | +47.6% |
| YTD | +100.3% | +26.9% | +73.4% | +87.0% |
| 1Y | +106.4% | +27.3% | +79.0% | +92.3% |
| 3Y | +227.4% | +39.7% | +187.7% | +181.4% |
| 5Y | +250.6% | +41.3% | +209.3% | +196.4% |
| 10Y | +365.4% | +76.3% | +289.1% | +255.6% |
| All | +365.4% | +76.2% | +289.2% | +255.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling