+540.2%
HPE vs CNP
+132.2%
+407.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +5.4% |
| 7D | +13.6% | +0.7% | +13.0% | +13.4% |
| 30D | +7.7% | -0.1% | +7.8% | +7.8% |
| 3M | +22.4% | -5.6% | +28.0% | +24.3% |
| 6M | +172.6% | -7.5% | +180.1% | +178.2% |
| YTD | +147.5% | +5.5% | +142.0% | +140.1% |
| 1Y | +151.8% | +8.3% | +143.4% | +141.2% |
| 3Y | +267.1% | +51.8% | +215.3% | +201.3% |
| 5Y | +362.8% | +69.9% | +292.9% | +258.7% |
| 10Y | +540.2% | +139.9% | +400.2% | +274.0% |
| All | +540.2% | +132.2% | +407.9% | +274.0% |
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