+225.0%
HPE vs CP
+19.6%
+205.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.6% |
| 7D | -0.6% | -2.7% | +2.1% | +0.8% |
| 30D | -2.3% | +0.2% | -2.5% | -2.4% |
| 3M | -2.9% | +2.6% | -5.4% | -4.5% |
| 6M | +143.6% | +6.0% | +137.6% | +134.3% |
| YTD | +118.5% | +24.9% | +93.6% | +91.8% |
| 1Y | +129.2% | +20.1% | +109.1% | +105.2% |
| All | +225.0% | +19.6% | +205.4% | +176.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling