+51.4%
HPE vs COR
+38.7%
+12.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.8% | -6.5% | -2.1% |
| 7D | +7.9% | +7.6% | +0.2% | +12.6% |
| 30D | -23.5% | +6.8% | -30.3% | -19.4% |
| 3M | -19.1% | +16.0% | -35.1% | -8.6% |
| 6M | +51.4% | +41.0% | +10.4% | +77.5% |
| All | +51.4% | +38.7% | +12.7% | +77.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling