+370.3%
HPE vs CPB
-38.9%
+409.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.2% | -6.9% | -3.7% |
| 7D | +7.9% | -1.6% | +9.4% | +7.9% |
| 30D | -23.5% | +19.2% | -42.7% | -23.7% |
| 3M | -19.1% | -0.9% | -18.1% | -18.9% |
| 6M | +51.4% | +15.2% | +36.2% | +50.2% |
| YTD | +103.4% | -13.1% | +116.5% | +105.6% |
| 1Y | +114.4% | -22.4% | +136.8% | +118.2% |
| 3Y | +224.7% | -35.3% | +260.0% | +231.2% |
| 5Y | +277.8% | -33.0% | +310.7% | +282.5% |
| All | +370.3% | -38.9% | +409.2% | +398.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling