+489.7%
HPE vs CRL
+249.3%
+240.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.9% | -4.3% | -5.7% |
| 7D | +1.4% | -6.9% | +8.4% | +3.7% |
| 30D | +1.5% | -3.2% | +4.7% | +2.4% |
| 3M | +21.7% | +46.5% | -24.8% | +7.0% |
| 6M | +164.2% | +63.1% | +101.1% | +121.5% |
| YTD | +132.1% | +36.9% | +95.2% | +105.2% |
| 1Y | +130.6% | +78.1% | +52.5% | +85.7% |
| 3Y | +244.1% | +36.7% | +207.4% | +185.2% |
| 5Y | +340.8% | -38.1% | +378.9% | +369.7% |
| All | +489.7% | +249.3% | +240.4% | +196.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling