+244.4%
HPE vs CRL
-11.4%
+255.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +3.0% | +1.4% |
| 7D | -9.7% | -1.7% | -8.0% | -9.3% |
| 30D | -34.8% | +14.6% | -49.3% | -36.9% |
| 3M | -12.1% | +24.8% | -37.0% | -17.1% |
| 6M | +53.7% | +94.7% | -41.0% | +27.6% |
| YTD | +101.9% | +73.4% | +28.6% | +71.6% |
| 1Y | +104.3% | +104.7% | -0.3% | +65.7% |
| 3Y | +223.1% | +101.1% | +122.0% | +149.2% |
| All | +244.4% | -11.4% | +255.8% | +214.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling