+566.9%
HPE vs CPB
-33.3%
+600.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.8% |
| 7D | -9.7% | +2.9% | -12.6% | -9.8% |
| 30D | -34.8% | +17.6% | -52.3% | -35.1% |
| 3M | -12.1% | +2.0% | -14.2% | -12.1% |
| 6M | +53.7% | +11.6% | +42.1% | +52.5% |
| YTD | +101.9% | -13.8% | +115.7% | +104.1% |
| 1Y | +104.3% | -21.6% | +125.9% | +107.8% |
| 3Y | +223.1% | -35.8% | +258.9% | +230.3% |
| 5Y | +249.2% | -33.3% | +282.5% | +253.8% |
| 10Y | +372.4% | -39.4% | +411.9% | +381.5% |
| All | +566.9% | -33.3% | +600.2% | +554.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling