+563.1%
HPE vs CRS
+1,392.1%
-828.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.1% | +13.6% | +12.8% |
| 7D | +19.4% | -6.8% | +26.2% | +22.2% |
| 30D | +5.6% | -16.1% | +21.7% | +12.1% |
| 3M | +33.1% | -21.2% | +54.2% | +43.9% |
| 6M | +192.5% | +8.7% | +183.8% | +181.0% |
| YTD | +160.9% | +41.0% | +119.9% | +127.1% |
| 1Y | +155.0% | +82.7% | +72.3% | +99.4% |
| 3Y | +289.4% | +604.8% | -315.4% | +82.3% |
| 5Y | +395.7% | +1,384.7% | -989.0% | +67.0% |
| All | +563.1% | +1,392.1% | -828.9% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling