+522.9%
HPE vs CL
+87.6%
+435.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.5% | +1.8% |
| 7D | -18.7% | +1.3% | -20.1% | -19.0% |
| 30D | -37.9% | +11.4% | -49.3% | -39.5% |
| 3M | -14.4% | +4.4% | -18.8% | -15.5% |
| 6M | +48.2% | +10.8% | +37.4% | +43.2% |
| YTD | +88.6% | +25.1% | +63.5% | +74.5% |
| 1Y | +94.8% | +28.0% | +66.8% | +78.7% |
| 3Y | +202.7% | +37.6% | +165.1% | +156.7% |
| 5Y | +231.6% | +39.7% | +191.9% | +175.8% |
| 10Y | +361.9% | +75.8% | +286.1% | +233.1% |
| All | +522.9% | +87.6% | +435.3% | +319.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling