+390.2%
HPE vs CNP
+142.1%
+248.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +5.0% |
| 7D | +0.3% | -0.1% | +0.4% | +0.5% |
| 30D | -28.6% | +5.0% | -33.6% | -29.8% |
| 3M | -7.4% | +2.7% | -10.0% | -8.2% |
| 6M | +63.7% | -1.9% | +65.6% | +63.8% |
| YTD | +111.7% | +8.8% | +102.9% | +103.3% |
| 1Y | +123.5% | +5.6% | +117.8% | +116.6% |
| 3Y | +238.7% | +63.2% | +175.5% | +171.0% |
| 5Y | +261.0% | +73.8% | +187.3% | +178.5% |
| 10Y | +390.2% | +144.0% | +246.2% | +203.4% |
| All | +390.2% | +142.1% | +248.1% | +203.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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