+114.4%
HPE vs CMS
-2.7%
+117.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.4% | -2.7% |
| 7D | +7.9% | +1.7% | +6.1% | +9.0% |
| 30D | -23.5% | +6.2% | -29.7% | -20.6% |
| 3M | -19.1% | +0.6% | -19.7% | -18.0% |
| 6M | +51.4% | -1.8% | +53.2% | +50.1% |
| YTD | +103.4% | +3.8% | +99.6% | +108.0% |
| 1Y | +114.4% | -1.8% | +116.2% | +114.2% |
| All | +114.4% | -2.7% | +117.1% | +114.2% |
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