+251.4%
HPE vs COR
+86.7%
+164.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.9% | +9.6% | +7.4% |
| 7D | +10.1% | -1.9% | +12.0% | +9.8% |
| 30D | +5.3% | +1.5% | +3.8% | +5.7% |
| 3M | +12.7% | +18.7% | -6.0% | +15.5% |
| 6M | +167.7% | -9.0% | +176.7% | +163.8% |
| YTD | +135.5% | -3.3% | +138.7% | +135.8% |
| 1Y | +143.4% | +9.8% | +133.6% | +151.9% |
| All | +251.4% | +86.7% | +164.7% | +328.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling