+388.5%
HPE vs CMS
+136.3%
+252.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | +13.6% | -1.3% | +14.9% | +13.8% |
| 30D | -27.1% | +5.3% | -32.4% | -27.9% |
| 3M | -14.5% | -0.3% | -14.1% | -14.5% |
| 6M | +66.9% | -4.0% | +71.0% | +67.3% |
| YTD | +111.3% | +2.1% | +109.2% | +108.5% |
| 1Y | +117.5% | -4.7% | +122.2% | +117.9% |
| 3Y | +238.1% | +36.8% | +201.3% | +202.5% |
| 5Y | +292.4% | +34.9% | +257.5% | +248.2% |
| All | +388.5% | +136.3% | +252.2% | +336.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling