+116.4%
HPE vs CRL
+85.3%
+31.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -7.3% | +1.6% | -3.9% |
| 7D | -17.0% | -12.8% | -4.2% | -14.3% |
| 30D | -26.7% | +5.0% | -31.7% | -27.0% |
| 3M | -4.1% | +39.4% | -43.5% | -9.3% |
| 6M | +75.4% | +89.4% | -13.9% | +54.4% |
| YTD | +111.0% | +63.6% | +47.5% | +90.2% |
| 1Y | +116.4% | +83.5% | +33.0% | +88.8% |
| All | +116.4% | +85.3% | +31.1% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling