+114.4%
HPE vs CP
+31.6%
+82.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.3% | -3.6% |
| 7D | +7.9% | +2.1% | +5.7% | +7.4% |
| 30D | -23.5% | +9.3% | -32.8% | -25.4% |
| 3M | -19.1% | +0.5% | -19.5% | -18.7% |
| 6M | +51.4% | +10.4% | +41.0% | +45.7% |
| YTD | +103.4% | +28.7% | +74.7% | +78.4% |
| 1Y | +114.4% | +33.2% | +81.2% | +83.1% |
| All | +114.4% | +31.6% | +82.8% | +83.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling