+571.9%
HPE vs CRL
+414.2%
+157.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.5% |
| 7D | +7.9% | +0.1% | +7.7% | +7.8% |
| 30D | -23.5% | +11.9% | -35.4% | -26.1% |
| 3M | -19.1% | +20.2% | -39.2% | -23.8% |
| 6M | +51.4% | +107.5% | -56.1% | +17.9% |
| YTD | +103.4% | +69.4% | +34.0% | +67.6% |
| 1Y | +114.4% | +99.7% | +14.7% | +67.0% |
| 3Y | +224.7% | +98.8% | +125.9% | +136.8% |
| 5Y | +277.8% | -12.4% | +290.2% | +259.5% |
| 10Y | +371.1% | +352.9% | +18.2% | +98.2% |
| All | +571.9% | +414.2% | +157.7% | +180.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling