+571.9%
HPE vs COR
+415.2%
+156.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.0% | -6.7% | -4.5% |
| 7D | +7.9% | +7.8% | 0.0% | +5.7% |
| 30D | -23.5% | +7.0% | -30.5% | -25.0% |
| 3M | -19.1% | +16.3% | -35.3% | -22.7% |
| 6M | +51.4% | +41.3% | +10.1% | +35.0% |
| YTD | +103.4% | +7.1% | +96.3% | +95.4% |
| 1Y | +114.4% | -0.8% | +115.2% | +111.1% |
| 3Y | +224.7% | +85.0% | +139.7% | +147.4% |
| 5Y | +277.8% | +203.9% | +73.9% | +133.4% |
| 10Y | +371.1% | +510.3% | -139.2% | +124.6% |
| All | +571.9% | +415.2% | +156.8% | +261.1% |
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