+224.7%
HPE vs CSGP
-60.9%
+285.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.9% | -6.6% | -3.8% |
| 7D | +7.9% | +1.3% | +6.5% | +7.8% |
| 30D | -23.5% | +2.8% | -26.3% | -23.8% |
| 3M | -19.1% | -6.3% | -12.7% | -18.7% |
| 6M | +51.4% | -3.2% | +54.6% | +51.1% |
| YTD | +103.4% | -54.0% | +157.4% | +142.4% |
| 1Y | +114.4% | -54.8% | +169.2% | +156.5% |
| 3Y | +224.7% | -60.6% | +285.2% | +283.3% |
| All | +224.7% | -60.9% | +285.6% | +283.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling