+522.9%
HPE vs CP
+243.8%
+279.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +2.3% |
| 7D | -18.7% | +2.8% | -21.5% | -20.1% |
| 30D | -37.9% | +10.2% | -48.1% | -41.5% |
| 3M | -14.4% | +2.4% | -16.7% | -16.0% |
| 6M | +48.2% | +7.7% | +40.6% | +40.5% |
| YTD | +88.6% | +26.0% | +62.6% | +62.9% |
| 1Y | +94.8% | +34.6% | +60.1% | +61.9% |
| 3Y | +202.7% | +26.7% | +176.0% | +156.1% |
| 5Y | +231.6% | +24.9% | +206.7% | +177.5% |
| 10Y | +361.9% | +258.6% | +103.3% | +111.3% |
| All | +522.9% | +243.8% | +279.2% | +178.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling