+114.4%
HPE vs COR
-0.1%
+114.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.0% | -6.7% | -3.2% |
| 7D | +7.9% | +7.8% | 0.0% | +9.4% |
| 30D | -23.5% | +7.0% | -30.5% | -22.2% |
| 3M | -19.1% | +16.3% | -35.3% | -16.4% |
| 6M | +51.4% | +41.3% | +10.1% | +54.8% |
| YTD | +103.4% | +7.1% | +96.3% | +109.1% |
| 1Y | +114.4% | -0.8% | +115.2% | +118.5% |
| All | +114.4% | -0.1% | +114.5% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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