+365.4%
HPE vs CMS
+127.7%
+237.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.5% | +5.7% | +6.1% |
| 7D | -7.1% | -0.9% | -6.2% | -7.0% |
| 30D | -35.3% | +7.1% | -42.3% | -36.2% |
| 3M | -10.4% | -1.3% | -9.2% | -10.4% |
| 6M | +52.5% | -2.7% | +55.1% | +52.4% |
| YTD | +100.3% | +2.6% | +97.7% | +97.4% |
| 1Y | +106.4% | -2.0% | +108.4% | +105.5% |
| 3Y | +227.4% | +39.6% | +187.8% | +191.3% |
| 5Y | +250.6% | +35.3% | +215.2% | +210.9% |
| 10Y | +365.4% | +132.3% | +233.0% | +309.6% |
| All | +365.4% | +127.7% | +237.7% | +309.6% |
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