+621.7%
HPE vs CRL
+338.9%
+282.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.8% | -4.0% |
| 7D | -0.6% | -1.0% | +0.4% | -0.2% |
| 30D | -2.3% | +10.7% | -12.9% | -5.5% |
| 3M | -2.9% | +55.3% | -58.1% | -16.4% |
| 6M | +143.6% | +60.7% | +82.9% | +104.7% |
| YTD | +118.5% | +44.6% | +73.9% | +89.4% |
| 1Y | +129.2% | +77.7% | +51.5% | +83.9% |
| 3Y | +212.5% | +37.6% | +174.9% | +157.9% |
| 5Y | +286.9% | -35.8% | +322.7% | +309.2% |
| 10Y | +432.3% | +241.7% | +190.6% | +149.2% |
| All | +621.7% | +338.9% | +282.8% | +216.8% |
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