+370.3%
HPE vs CP
+257.3%
+112.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.3% | -3.5% |
| 7D | +7.9% | +2.1% | +5.7% | +6.6% |
| 30D | -23.5% | +9.3% | -32.8% | -27.5% |
| 3M | -19.1% | +0.5% | -19.5% | -19.7% |
| 6M | +51.4% | +10.4% | +41.0% | +41.3% |
| YTD | +103.4% | +28.7% | +74.7% | +73.0% |
| 1Y | +114.4% | +33.2% | +81.2% | +78.6% |
| 3Y | +224.7% | +38.4% | +186.2% | +159.6% |
| 5Y | +277.8% | +26.2% | +251.6% | +212.4% |
| All | +370.3% | +257.3% | +112.9% | +121.5% |
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