+232.1%
HPE vs CP
+24.4%
+207.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +2.2% |
| 7D | -18.7% | +2.8% | -21.5% | -20.0% |
| 30D | -37.9% | +10.2% | -48.1% | -41.2% |
| 3M | -14.4% | +2.4% | -16.7% | -15.8% |
| 6M | +48.2% | +7.7% | +40.6% | +41.0% |
| YTD | +88.6% | +26.0% | +62.6% | +63.9% |
| 1Y | +94.8% | +34.6% | +60.1% | +63.0% |
| 3Y | +202.7% | +26.7% | +176.0% | +156.3% |
| All | +232.1% | +24.4% | +207.7% | +174.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling