+666.4%
HPE vs CMG
+149.7%
+516.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.3% | -6.5% | -6.3% |
| 7D | +1.4% | -3.8% | +5.3% | +2.3% |
| 30D | +1.5% | +12.9% | -11.4% | -1.3% |
| 3M | +21.7% | +18.8% | +3.0% | +16.1% |
| 6M | +164.2% | +4.1% | +160.1% | +158.0% |
| YTD | +132.1% | -2.4% | +134.4% | +129.9% |
| 1Y | +130.6% | -6.7% | +137.3% | +129.0% |
| 3Y | +244.1% | -7.1% | +251.2% | +240.5% |
| 5Y | +340.8% | -5.0% | +345.8% | +323.6% |
| 10Y | +500.2% | +323.5% | +176.7% | +316.1% |
| All | +666.4% | +149.7% | +516.7% | +453.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling