+390.2%
HPE vs CSGP
+65.4%
+324.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.9% |
| 7D | +0.3% | -7.1% | +7.4% | +2.0% |
| 30D | -28.6% | +3.6% | -32.2% | -30.2% |
| 3M | -7.4% | -2.7% | -4.6% | -8.7% |
| 6M | +63.7% | -8.0% | +71.7% | +61.8% |
| YTD | +111.7% | -55.0% | +166.7% | +159.3% |
| 1Y | +123.5% | -55.8% | +179.2% | +174.9% |
| 3Y | +238.7% | -62.0% | +300.7% | +327.1% |
| 5Y | +261.0% | -62.9% | +324.0% | +347.5% |
| 10Y | +390.2% | +62.6% | +327.6% | +251.1% |
| All | +390.2% | +65.4% | +324.8% | +251.1% |
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