+563.1%
HPE vs CLS
+3,169.3%
-2,606.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +6.6% | +5.9% | +10.2% |
| 7D | +19.4% | +10.9% | +8.5% | +15.6% |
| 30D | +5.6% | +2.1% | +3.5% | +4.8% |
| 3M | +33.1% | -10.2% | +43.2% | +35.9% |
| 6M | +192.5% | +30.4% | +162.1% | +163.1% |
| YTD | +160.9% | +17.2% | +143.7% | +137.9% |
| 1Y | +155.0% | +41.0% | +113.9% | +112.1% |
| 3Y | +289.4% | +1,338.0% | -1,048.6% | +25.8% |
| 5Y | +395.7% | +3,860.6% | -3,464.9% | +4.5% |
| All | +563.1% | +3,169.3% | -2,606.2% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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