+202.7%
HPE vs CMS
+35.4%
+167.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +0.7% |
| 7D | -18.7% | -1.3% | -17.4% | -19.0% |
| 30D | -37.9% | +6.3% | -44.2% | -36.7% |
| 3M | -14.4% | -2.1% | -12.3% | -14.5% |
| 6M | +48.2% | -5.1% | +53.3% | +46.7% |
| YTD | +88.6% | +1.3% | +87.4% | +89.2% |
| 1Y | +94.8% | -1.4% | +96.2% | +94.6% |
| 3Y | +202.7% | +36.9% | +165.8% | +198.2% |
| All | +202.7% | +35.4% | +167.3% | +198.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling