+343.8%
HPE vs CLS
+3,459.5%
-3,115.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 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