+261.0%
HPE vs CNP
+75.8%
+185.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +5.0% |
| 7D | +0.3% | -0.1% | +0.4% | +0.4% |
| 30D | -28.6% | +5.0% | -33.6% | -29.2% |
| 3M | -7.4% | +2.7% | -10.0% | -7.8% |
| 6M | +63.7% | -1.9% | +65.6% | +63.4% |
| YTD | +111.7% | +8.8% | +102.9% | +105.6% |
| 1Y | +123.5% | +5.6% | +117.8% | +118.5% |
| 3Y | +238.7% | +63.2% | +175.5% | +182.3% |
| 5Y | +261.0% | +73.8% | +187.3% | +182.8% |
| All | +261.0% | +75.8% | +185.2% | +182.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling