+621.7%
HPE vs CP
+240.9%
+380.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.7% |
| 7D | -0.6% | -2.7% | +2.1% | +0.9% |
| 30D | -2.3% | +0.2% | -2.5% | -2.4% |
| 3M | -2.9% | +2.6% | -5.4% | -4.7% |
| 6M | +143.6% | +6.0% | +137.6% | +133.7% |
| YTD | +118.5% | +24.9% | +93.6% | +90.8% |
| 1Y | +129.2% | +20.1% | +109.1% | +104.3% |
| 3Y | +212.5% | +16.4% | +196.1% | +178.9% |
| 5Y | +286.9% | +31.7% | +255.2% | +215.2% |
| 10Y | +432.3% | +223.9% | +208.5% | +157.3% |
| All | +621.7% | +240.9% | +380.8% | +226.2% |
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