+621.7%
HPE vs CLS
+2,284.4%
-1,662.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.8% | -5.3% | -4.8% |
| 7D | -0.6% | +4.6% | -5.2% | -2.3% |
| 30D | -2.3% | -13.9% | +11.6% | +2.1% |
| 3M | -2.9% | -26.6% | +23.7% | +5.9% |
| 6M | +143.6% | +15.4% | +128.2% | +127.4% |
| YTD | +118.5% | +5.7% | +112.9% | +105.8% |
| 1Y | +129.2% | +41.1% | +88.1% | +89.7% |
| 3Y | +212.5% | +1,228.6% | -1,016.1% | +4.1% |
| 5Y | +286.9% | +3,240.6% | -2,953.7% | -12.4% |
| 10Y | +432.3% | +2,760.3% | -2,328.0% | +6.4% |
| All | +621.7% | +2,284.4% | -1,662.6% | +44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling