+495.9%
HPE vs CMS
+117.1%
+378.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.5% | +7.3% | +7.7% |
| 7D | +10.1% | +1.2% | +8.9% | +9.9% |
| 30D | +5.3% | -3.2% | +8.4% | +6.0% |
| 3M | +12.7% | -2.2% | +14.9% | +12.7% |
| 6M | +167.7% | -9.4% | +177.1% | +171.9% |
| YTD | +135.5% | +0.7% | +134.8% | +133.3% |
| 1Y | +143.4% | +0.4% | +143.0% | +140.9% |
| 3Y | +249.2% | +35.2% | +214.0% | +212.5% |
| 5Y | +343.8% | +24.1% | +319.7% | +303.4% |
| 10Y | +495.9% | +115.8% | +380.1% | +399.4% |
| All | +495.9% | +117.1% | +378.8% | +399.4% |
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