+563.1%
HPE vs CMG
+327.5%
+235.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.2% | +12.2% | +12.4% |
| 7D | +19.4% | -2.1% | +21.5% | +19.9% |
| 30D | +5.6% | +10.9% | -5.3% | +2.9% |
| 3M | +33.1% | +15.8% | +17.2% | +27.4% |
| 6M | +192.5% | +6.9% | +185.5% | +183.5% |
| YTD | +160.9% | -2.2% | +163.1% | +158.3% |
| 1Y | +155.0% | -7.1% | +162.0% | +153.4% |
| 3Y | +289.4% | -7.1% | +296.5% | +284.8% |
| 5Y | +395.7% | -4.8% | +400.4% | +374.4% |
| All | +563.1% | +327.5% | +235.6% | +341.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 10y: compounded portfolio wealth divided by compounded CMG 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…
10y analysis · Full analysis span regression · 6 months rolling