+246.3%
HPE vs CLS
+1,843.5%
-1,597.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.9% | -1.7% | +3.4% |
| 7D | -7.1% | -10.6% | +3.4% | -3.3% |
| 30D | -35.3% | -38.4% | +3.2% | -23.8% |
| 3M | -10.4% | -29.9% | +19.4% | +1.1% |
| 6M | +52.5% | -40.6% | +93.1% | +80.4% |
| YTD | +100.3% | -24.6% | +124.9% | +113.8% |
| 1Y | +106.4% | -30.8% | +137.2% | +123.0% |
| 3Y | +227.4% | +811.7% | -584.3% | +26.4% |
| All | +246.3% | +1,843.5% | -1,597.2% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling