+677.7%
HPE vs CRS
+1,467.2%
-789.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.5% | +11.3% | +9.0% |
| 7D | +10.1% | -3.1% | +13.2% | +11.2% |
| 30D | +5.3% | -19.6% | +24.9% | +13.3% |
| 3M | +12.7% | -8.1% | +20.8% | +15.4% |
| 6M | +167.7% | +18.6% | +149.1% | +149.5% |
| YTD | +135.5% | +45.9% | +89.6% | +102.5% |
| 1Y | +143.4% | +82.5% | +60.9% | +90.3% |
| 3Y | +249.2% | +648.9% | -399.7% | +59.6% |
| 5Y | +343.8% | +1,438.1% | -1,094.3% | +47.4% |
| 10Y | +495.9% | +1,327.0% | -831.1% | +76.8% |
| All | +677.7% | +1,467.2% | -789.6% | +105.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling