+540.2%
HPE vs CP
+224.3%
+315.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +5.8% |
| 7D | +13.6% | +0.6% | +13.0% | +13.2% |
| 30D | +7.7% | -0.5% | +8.2% | +8.0% |
| 3M | +22.4% | +0.1% | +22.3% | +21.6% |
| 6M | +172.6% | +7.8% | +164.8% | +158.4% |
| YTD | +147.5% | +22.9% | +124.7% | +117.3% |
| 1Y | +151.8% | +21.3% | +130.5% | +122.4% |
| 3Y | +267.1% | +20.4% | +246.7% | +219.6% |
| 5Y | +362.8% | +34.9% | +327.8% | +268.5% |
| 10Y | +540.2% | +233.3% | +306.8% | +208.1% |
| All | +540.2% | +224.3% | +315.8% | +208.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling