+116.4%
HPE vs CMS
+1.4%
+115.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.4% | -7.1% | -4.8% |
| 7D | -17.0% | +4.1% | -21.0% | -15.0% |
| 30D | -26.7% | +10.9% | -37.6% | -22.7% |
| 3M | -4.1% | -0.2% | -3.9% | -3.3% |
| 6M | +75.4% | -4.7% | +80.2% | +73.5% |
| YTD | +111.0% | +3.9% | +107.1% | +114.1% |
| 1Y | +116.4% | +0.4% | +116.1% | +118.3% |
| All | +116.4% | +1.4% | +115.1% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling