+224.7%
HPE vs CL
+40.9%
+183.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.8% | -5.5% | -2.8% |
| 7D | +7.9% | +3.2% | +4.6% | +9.7% |
| 30D | -23.5% | +8.0% | -31.5% | -19.8% |
| 3M | -19.1% | +7.9% | -26.9% | -14.7% |
| 6M | +51.4% | +14.7% | +36.7% | +64.7% |
| YTD | +103.4% | +29.2% | +74.3% | +131.2% |
| 1Y | +114.4% | +29.5% | +84.9% | +144.0% |
| 3Y | +224.7% | +40.7% | +184.0% | +266.1% |
| All | +224.7% | +40.9% | +183.7% | +266.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling