+241.0%
HPE vs CRCL
+34.8%
+206.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.3% | +8.4% | +5.3% |
| 7D | +13.6% | +4.9% | +8.7% | +13.3% |
| 30D | +7.7% | +38.7% | -31.0% | +6.0% |
| 3M | +22.4% | +14.7% | +7.7% | +21.1% |
| 6M | +172.6% | -16.9% | +189.5% | +171.0% |
| YTD | +147.5% | +17.3% | +130.3% | +138.8% |
| 1Y | +151.8% | -21.2% | +173.0% | +146.5% |
| All | +241.0% | +34.8% | +206.3% | +248.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 CRCL 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