+130.6%
HPE vs CNP
+6.4%
+124.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.6% | -4.6% | -6.7% |
| 7D | +1.4% | -2.2% | +3.6% | +0.8% |
| 30D | +1.5% | -2.1% | +3.6% | +0.8% |
| 3M | +21.7% | -7.9% | +29.7% | +17.7% |
| 6M | +164.2% | -8.3% | +172.5% | +156.0% |
| YTD | +132.1% | +3.8% | +128.3% | +129.5% |
| 1Y | +130.6% | +5.9% | +124.8% | +127.7% |
| All | +130.6% | +6.4% | +124.2% | +127.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling