+155.0%
HPE vs CRS
+79.6%
+75.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.1% | +13.6% | +12.7% |
| 7D | +19.4% | -6.8% | +26.2% | +21.3% |
| 30D | +5.6% | -16.1% | +21.7% | +10.0% |
| 3M | +33.1% | -21.2% | +54.2% | +40.7% |
| 6M | +192.5% | +8.7% | +183.8% | +187.7% |
| YTD | +160.9% | +41.0% | +119.9% | +148.8% |
| 1Y | +155.0% | +82.7% | +72.3% | +134.8% |
| All | +155.0% | +79.6% | +75.4% | +134.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling