+566.9%
HPE vs CLF
+388.5%
+178.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.1% | -0.1% |
| 7D | -9.7% | -9.1% | -0.7% | -7.9% |
| 30D | -34.8% | -0.9% | -33.8% | -34.7% |
| 3M | -12.1% | +3.0% | -15.1% | -13.0% |
| 6M | +53.7% | +16.7% | +37.0% | +47.9% |
| YTD | +101.9% | -3.2% | +105.1% | +98.9% |
| 1Y | +104.3% | +24.6% | +79.7% | +91.6% |
| 3Y | +223.1% | -22.3% | +245.3% | +211.2% |
| 5Y | +249.2% | -41.2% | +290.4% | +240.2% |
| 10Y | +372.4% | +83.5% | +288.9% | +241.2% |
| All | +566.9% | +388.5% | +178.4% | +352.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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