+372.4%
HPE vs CL
+78.1%
+294.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | -9.7% | +2.6% | -12.3% | -10.1% |
| 30D | -34.8% | +11.8% | -46.5% | -36.1% |
| 3M | -12.1% | +5.9% | -18.0% | -13.1% |
| 6M | +53.7% | +13.3% | +40.4% | +48.8% |
| YTD | +101.9% | +27.1% | +74.8% | +88.5% |
| 1Y | +104.3% | +28.0% | +76.3% | +90.1% |
| 3Y | +223.1% | +39.4% | +183.7% | +177.9% |
| 5Y | +249.2% | +40.8% | +208.4% | +195.7% |
| 10Y | +372.4% | +84.9% | +287.6% | +258.5% |
| All | +372.4% | +78.1% | +294.3% | +258.5% |
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