+621.7%
HPE vs CPB
-37.6%
+659.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.4% | -1.1% | -4.3% |
| 7D | -0.6% | -8.6% | +8.0% | -0.3% |
| 30D | -2.3% | -7.2% | +5.0% | -2.1% |
| 3M | -2.9% | +0.9% | -3.8% | -3.3% |
| 6M | +143.6% | -11.8% | +155.4% | +144.6% |
| YTD | +118.5% | -19.4% | +137.9% | +121.0% |
| 1Y | +129.2% | -30.4% | +159.6% | +134.2% |
| 3Y | +212.5% | -40.2% | +252.7% | +219.7% |
| 5Y | +286.9% | -39.5% | +326.4% | +293.8% |
| 10Y | +432.3% | -47.4% | +479.7% | +449.3% |
| All | +621.7% | -37.6% | +659.3% | +608.9% |
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