+340.8%
HPE vs CRS
+1,358.7%
-1,017.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.2% | -4.0% | -5.5% |
| 7D | +1.4% | -4.1% | +5.5% | +2.7% |
| 30D | +1.5% | -16.6% | +18.1% | +7.4% |
| 3M | +21.7% | -14.3% | +36.0% | +27.4% |
| 6M | +164.2% | +11.6% | +152.6% | +153.0% |
| YTD | +132.1% | +42.6% | +89.5% | +104.4% |
| 1Y | +130.6% | +81.8% | +48.8% | +85.2% |
| 3Y | +244.1% | +632.1% | -387.9% | +76.7% |
| 5Y | +340.8% | +1,401.6% | -1,060.8% | +70.3% |
| All | +340.8% | +1,358.7% | -1,017.9% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling