+340.8%
HPE vs COR
+179.1%
+161.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.7% | -5.5% | -6.2% |
| 7D | +1.4% | -4.8% | +6.3% | +1.7% |
| 30D | +1.5% | -3.7% | +5.2% | +1.7% |
| 3M | +21.7% | +14.3% | +7.4% | +19.8% |
| 6M | +164.2% | -8.5% | +172.6% | +166.4% |
| YTD | +132.1% | -4.4% | +136.5% | +132.4% |
| 1Y | +130.6% | +9.1% | +121.5% | +125.7% |
| 3Y | +244.1% | +85.2% | +158.9% | +171.7% |
| 5Y | +340.8% | +180.7% | +160.2% | +177.0% |
| All | +340.8% | +179.1% | +161.7% | +177.0% |
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