+621.7%
HPE vs COR
+374.0%
+247.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.6% | -3.9% |
| 7D | -0.6% | +2.8% | -3.4% | -1.4% |
| 30D | -2.3% | +4.5% | -6.8% | -3.8% |
| 3M | -2.9% | +22.7% | -25.5% | -9.5% |
| 6M | +143.6% | -9.7% | +153.3% | +148.5% |
| YTD | +118.5% | -1.4% | +119.9% | +115.6% |
| 1Y | +129.2% | +13.9% | +115.3% | +114.4% |
| 3Y | +212.5% | +94.0% | +118.6% | +131.5% |
| 5Y | +286.9% | +184.0% | +102.9% | +143.8% |
| 10Y | +432.3% | +406.8% | +25.6% | +173.8% |
| All | +621.7% | +374.0% | +247.7% | +298.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling