+155.0%
HPE vs CRL
+80.5%
+74.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.9% | +10.5% | +12.1% |
| 7D | +19.4% | -3.5% | +23.0% | +20.1% |
| 30D | +5.6% | -2.1% | +7.8% | +6.0% |
| 3M | +33.1% | +48.0% | -14.9% | +23.4% |
| 6M | +192.5% | +64.7% | +127.7% | +160.7% |
| YTD | +160.9% | +39.5% | +121.4% | +141.2% |
| 1Y | +155.0% | +74.2% | +80.8% | +122.3% |
| All | +155.0% | +80.5% | +74.4% | +122.3% |
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