+599.2%
HPE vs CPB
-34.1%
+633.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.2% | +6.1% | +4.9% |
| 7D | +0.3% | -4.1% | +4.4% | +0.4% |
| 30D | -28.6% | +16.9% | -45.5% | -28.9% |
| 3M | -7.4% | -0.6% | -6.8% | -7.3% |
| 6M | +63.7% | +11.4% | +52.3% | +62.2% |
| YTD | +111.7% | -14.8% | +126.5% | +114.0% |
| 1Y | +123.5% | -24.8% | +148.3% | +127.9% |
| 3Y | +238.7% | -36.6% | +275.3% | +246.4% |
| 5Y | +261.0% | -33.3% | +294.4% | +265.3% |
| 10Y | +390.2% | -40.4% | +430.6% | +400.0% |
| All | +599.2% | -34.1% | +633.3% | +586.3% |
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