+362.8%
HPE vs CRL
-37.6%
+400.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +5.3% |
| 7D | +13.6% | -4.6% | +18.2% | +14.9% |
| 30D | +7.7% | +0.5% | +7.2% | +7.5% |
| 3M | +22.4% | +46.6% | -24.2% | +10.5% |
| 6M | +172.6% | +57.3% | +115.3% | +139.3% |
| YTD | +147.5% | +39.5% | +108.0% | +123.5% |
| 1Y | +151.8% | +76.9% | +74.9% | +112.5% |
| 3Y | +267.1% | +39.4% | +227.7% | +214.1% |
| 5Y | +362.8% | -37.2% | +399.9% | +293.3% |
| All | +362.8% | -37.6% | +400.4% | +293.3% |
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 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