+343.8%
HPE vs CPB
-38.5%
+382.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.8% | +6.0% | +7.9% |
| 7D | +10.1% | -8.2% | +18.4% | +9.4% |
| 30D | +5.3% | -5.6% | +10.9% | +4.8% |
| 3M | +12.7% | +3.0% | +9.7% | +12.6% |
| 6M | +167.7% | -12.7% | +180.4% | +167.3% |
| YTD | +135.5% | -18.0% | +153.4% | +135.3% |
| 1Y | +143.4% | -31.7% | +175.1% | +143.1% |
| 3Y | +249.2% | -41.0% | +290.1% | +245.5% |
| 5Y | +343.8% | -38.4% | +382.2% | +335.4% |
| All | +343.8% | -38.5% | +382.4% | +335.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling