+261.0%
HPE vs COR
+197.2%
+63.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.8% |
| 7D | +0.3% | -1.2% | +1.5% | +0.3% |
| 30D | -28.6% | +7.6% | -36.2% | -28.6% |
| 3M | -7.4% | +5.0% | -12.4% | -7.3% |
| 6M | +63.7% | +35.3% | +28.4% | +59.6% |
| YTD | +111.7% | +4.2% | +107.5% | +111.9% |
| 1Y | +123.5% | -3.4% | +126.9% | +126.0% |
| 3Y | +238.7% | +81.1% | +157.6% | +182.7% |
| 5Y | +261.0% | +195.8% | +65.2% | +124.2% |
| All | +261.0% | +197.2% | +63.8% | +124.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling