+249.2%
HPE vs CLS
+1,316.2%
-1,067.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +5.6% | +2.1% | +6.0% |
| 7D | +10.1% | +12.8% | -2.6% | +6.0% |
| 30D | +5.3% | +3.8% | +1.5% | +3.9% |
| 3M | +12.7% | -14.6% | +27.3% | +16.5% |
| 6M | +167.7% | +32.2% | +135.4% | +144.7% |
| YTD | +135.5% | +11.6% | +123.8% | +121.4% |
| 1Y | +143.4% | +35.1% | +108.3% | +110.7% |
| 3Y | +249.2% | +1,312.5% | -1,063.4% | +37.2% |
| All | +249.2% | +1,316.2% | -1,067.0% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling