+340.5%
HPE vs CSGP
+63.3%
+277.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.7% | +6.1% | +2.5% |
| 7D | -18.7% | +1.3% | -20.0% | -19.2% |
| 30D | -37.9% | +10.7% | -48.6% | -40.4% |
| 3M | -14.4% | +3.3% | -17.7% | -17.0% |
| 6M | +48.2% | -10.3% | +58.6% | +47.4% |
| YTD | +88.6% | -54.6% | +143.2% | +130.5% |
| 1Y | +94.8% | -54.6% | +149.4% | +137.7% |
| 3Y | +202.7% | -60.3% | +263.0% | +276.4% |
| 5Y | +231.6% | -63.3% | +295.0% | +313.2% |
| All | +340.5% | +63.3% | +277.2% | +213.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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