+621.7%
HPE vs CLF
+374.8%
+246.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.8% | -6.3% | -4.8% |
| 7D | -0.6% | +7.6% | -8.2% | -2.0% |
| 30D | -2.3% | -1.2% | -1.1% | -2.2% |
| 3M | -2.9% | -13.4% | +10.5% | -1.0% |
| 6M | +143.6% | +15.4% | +128.1% | +134.6% |
| YTD | +118.5% | -5.9% | +124.4% | +117.0% |
| 1Y | +129.2% | +18.8% | +110.4% | +114.2% |
| 3Y | +212.5% | -19.4% | +231.9% | +199.3% |
| 5Y | +286.9% | -47.7% | +334.6% | +283.9% |
| 10Y | +432.3% | +130.4% | +302.0% | +278.5% |
| All | +621.7% | +374.8% | +246.9% | +393.2% |
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