+489.7%
HPE vs CPB
-45.5%
+535.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.3% | -2.0% | -6.1% |
| 7D | +1.4% | -5.4% | +6.8% | +1.7% |
| 30D | +1.5% | -7.8% | +9.4% | +1.8% |
| 3M | +21.7% | -6.9% | +28.7% | +21.8% |
| 6M | +164.2% | -12.2% | +176.4% | +165.2% |
| YTD | +132.1% | -21.1% | +153.1% | +134.8% |
| 1Y | +130.6% | -33.5% | +164.2% | +136.0% |
| 3Y | +244.1% | -43.2% | +287.3% | +253.1% |
| 5Y | +340.8% | -40.9% | +381.7% | +348.4% |
| All | +489.7% | -45.5% | +535.2% | +514.5% |
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