+597.9%
HPE vs COR
+400.4%
+197.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | +13.6% | +2.9% | +10.7% | +12.7% |
| 30D | -27.1% | +5.8% | -32.9% | -28.3% |
| 3M | -14.5% | +11.4% | -25.9% | -17.3% |
| 6M | +66.9% | +34.5% | +32.5% | +51.0% |
| YTD | +111.3% | +4.1% | +107.3% | +104.7% |
| 1Y | +117.5% | -3.1% | +120.6% | +115.5% |
| 3Y | +238.1% | +80.9% | +157.2% | +159.1% |
| 5Y | +292.4% | +195.1% | +97.3% | +144.5% |
| 10Y | +389.3% | +492.7% | -103.4% | +135.2% |
| All | +597.9% | +400.4% | +197.6% | +278.3% |
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