+717.5%
HPE vs CNC
+120.7%
+596.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +5.9% | +5.3% |
| 7D | +13.6% | -4.9% | +18.5% | +14.6% |
| 30D | +7.7% | -3.8% | +11.5% | +8.4% |
| 3M | +22.4% | -3.2% | +25.6% | +22.8% |
| 6M | +172.6% | +47.9% | +124.7% | +151.9% |
| YTD | +147.5% | +55.7% | +91.8% | +125.5% |
| 1Y | +151.8% | +106.2% | +45.5% | +115.7% |
| 3Y | +267.1% | -2.1% | +269.1% | +244.1% |
| 5Y | +362.8% | +3.4% | +359.4% | +317.2% |
| 10Y | +540.2% | +91.7% | +448.5% | +379.8% |
| All | +717.5% | +120.7% | +596.8% | +476.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 all: compounded portfolio wealth divided by compounded CNC 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…
all analysis · Full analysis span regression · 6 months rolling