Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • HPE vs CLS✓SelectedUSD · CLSHPE vs CLS performance historyLatest closeAs of+7.75%09/08
Stock and ETF performance explorer

HPE vs CLS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+343.8%
CLS return
+3,459.5%
Excess return
-3,115.7%
Maximum drawdown
-48.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioCLSExcessAlpha
1D+7.7%+5.6%+2.1%+5.9%
7D+10.1%+12.8%-2.6%+5.9%
30D+5.3%+3.8%+1.5%+3.8%
3M+12.7%-14.6%+27.3%+16.6%
6M+167.7%+32.2%+135.4%+142.5%
YTD+135.5%+11.6%+123.8%+120.0%
1Y+143.4%+35.1%+108.3%+108.4%
3Y+249.2%+1,312.5%-1,063.4%+22.1%
5Y+343.8%+3,542.1%-3,198.2%+9.1%
All+343.8%+3,459.5%-3,115.7%+9.1%

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