+571.9%
HPE vs CNP
+223.1%
+348.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.3% | -3.9% |
| 7D | +7.9% | +1.3% | +6.6% | +7.3% |
| 30D | -23.5% | +3.8% | -27.3% | -24.5% |
| 3M | -19.1% | +2.4% | -21.4% | -19.8% |
| 6M | +51.4% | -1.2% | +52.6% | +51.1% |
| YTD | +103.4% | +9.3% | +94.2% | +94.8% |
| 1Y | +114.4% | +6.4% | +108.0% | +107.1% |
| 3Y | +224.7% | +66.4% | +158.3% | +156.4% |
| 5Y | +277.8% | +75.7% | +202.1% | +188.2% |
| 10Y | +371.1% | +145.1% | +225.9% | +176.3% |
| All | +571.9% | +223.1% | +348.8% | +225.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling