+365.4%
HPE vs CSGP
+72.5%
+292.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.3% | +3.9% | +5.7% |
| 7D | -7.1% | -1.8% | -5.3% | -6.8% |
| 30D | -35.3% | +5.3% | -40.6% | -37.0% |
| 3M | -10.4% | +3.3% | -13.8% | -13.1% |
| 6M | +52.5% | -4.7% | +57.1% | +49.5% |
| YTD | +100.3% | -53.5% | +153.8% | +143.6% |
| 1Y | +106.4% | -53.7% | +160.1% | +150.9% |
| 3Y | +227.4% | -59.7% | +287.1% | +306.3% |
| 5Y | +250.6% | -62.5% | +313.1% | +334.6% |
| 10Y | +365.4% | +67.3% | +298.1% | +229.6% |
| All | +365.4% | +72.5% | +292.8% | +229.6% |
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