+151.8%
HPE vs CMS
-0.2%
+152.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +4.8% |
| 7D | +13.6% | +0.2% | +13.5% | +13.7% |
| 30D | +7.7% | -1.3% | +9.0% | +7.2% |
| 3M | +22.4% | -5.4% | +27.8% | +18.3% |
| 6M | +172.6% | -10.3% | +182.9% | +162.5% |
| YTD | +147.5% | -0.2% | +147.7% | +143.2% |
| 1Y | +151.8% | -0.9% | +152.6% | +145.7% |
| All | +151.8% | -0.2% | +152.0% | +145.7% |
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