+571.9%
HPE vs CLS
+1,734.7%
-1,162.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.4% | +1.7% | -1.8% |
| 7D | +7.9% | +16.3% | -8.4% | +2.2% |
| 30D | -23.5% | -25.7% | +2.2% | -15.5% |
| 3M | -19.1% | -30.9% | +11.8% | -8.3% |
| 6M | +51.4% | -35.5% | +86.9% | +74.2% |
| YTD | +103.4% | -18.7% | +122.1% | +110.1% |
| 1Y | +114.4% | -17.9% | +132.3% | +117.7% |
| 3Y | +224.7% | +838.1% | -613.4% | +23.1% |
| 5Y | +277.8% | +1,971.9% | -1,694.1% | +2.2% |
| 10Y | +371.1% | +1,907.9% | -1,536.8% | +6.3% |
| All | +571.9% | +1,734.7% | -1,162.7% | +47.2% |
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