+540.2%
HPE vs CSGP
+37.7%
+502.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.5% | +7.6% | +5.8% |
| 7D | +13.6% | -5.4% | +19.0% | +15.3% |
| 30D | +7.7% | -6.0% | +13.8% | +9.0% |
| 3M | +22.4% | -12.8% | +35.2% | +25.3% |
| 6M | +172.6% | -38.9% | +211.5% | +209.7% |
| YTD | +147.5% | -56.0% | +203.5% | +210.0% |
| 1Y | +151.8% | -66.4% | +218.2% | +244.0% |
| 3Y | +267.1% | -64.2% | +331.2% | +378.6% |
| 5Y | +362.8% | -67.0% | +429.8% | +505.1% |
| 10Y | +540.2% | +43.8% | +496.4% | +384.5% |
| All | +540.2% | +37.7% | +502.4% | +384.5% |
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